<SEC-DOCUMENT>0001193125-20-234809.txt : 20200828
<SEC-HEADER>0001193125-20-234809.hdr.sgml : 20200828
<ACCEPTANCE-DATETIME>20200828165221
ACCESSION NUMBER:		0001193125-20-234809
CONFORMED SUBMISSION TYPE:	N-CSR
PUBLIC DOCUMENT COUNT:		10
CONFORMED PERIOD OF REPORT:	20200630
FILED AS OF DATE:		20200828
DATE AS OF CHANGE:		20200828
EFFECTIVENESS DATE:		20200828

FILER:

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

	FILING VALUES:
		FORM TYPE:		N-CSR
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-08216
		FILM NUMBER:		201148496

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

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

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

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	RCM STRATEGIC GLOBAL GOVERNMENT FUND INC
		DATE OF NAME CHANGE:	19931214
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-CSR
<SEQUENCE>1
<FILENAME>d932669dncsr.htm
<DESCRIPTION>N-CSR
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<TITLE>N-CSR</TITLE>
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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:14pt; font-family:Times New Roman" ALIGN="center"><B>UNITED STATES </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:14pt; font-family:Times New Roman" ALIGN="center"><B>SECURITIES AND EXCHANGE COMMISSION </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Washington, D.C. 20549 </B></P>
<P STYLE="margin-top:20pt; margin-bottom:0pt; font-size:18pt; font-family:Times New Roman" ALIGN="center"><B>FORM N-CSR </B></P> <P STYLE="margin-top:20pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>CERTIFIED
SHAREHOLDER REPORT OF REGISTERED MANAGEMENT </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>INVESTMENT COMPANIES </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">Investment Company Act file number: 811-08216 </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:18pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Strategic Income Fund, Inc. </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7.5pt; font-family:Times New Roman" ALIGN="center"><B>(Exact name of registrant as specified in charter) </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>1633 Broadway, New York, NY 10019</B> </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7.5pt; font-family:Times New Roman" ALIGN="center"><B>(Address of principal executive offices) </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Bradley Todd </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Treasurer
(Principal Financial &amp; Accounting Officer) </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>650 Newport Center Drive, Newport Beach, CA 92660 </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7.5pt; font-family:Times New Roman" ALIGN="center"><B>(Name and address of agent for service) </B></P>
<P STYLE="margin-top:18pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center">Copies to: </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>David C. Sullivan
</B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Ropes&nbsp;&amp; Gray LLP </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Prudential Tower </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>800
Boylston Street </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Boston, MA 02199 </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Registrant&#146;s telephone number, including area code: (844) 337-4626 </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Date of fiscal year end: June&nbsp;30 </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Date of reporting
period: June&nbsp;30, 2020 </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; text-indent:4%; font-size:10pt; font-family:Times New Roman">Form N-CSR is to be used by management investment companies to file reports with the Commission not later than
10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form
N-CSR in its regulatory, disclosure review, inspection, and policymaking roles. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; text-indent:4%; font-size:10pt; font-family:Times New Roman">A registrant is required to disclose the information
specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and
Budget (&#147;OMB&#148;) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 450 Fifth Street, NW,
Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. &#167; 3507. </P>

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<TD WIDTH="10%" VALIGN="top" ALIGN="left"><B>Item&nbsp;1.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Reports to Shareholders. </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">The following is a copy of the report transmitted to shareholders pursuant to Rule 30e-1 under the Investment Company Act of 1940, as amended
(the &#147;1940 Act&#148;) (17 CFR 270.30e-1). </P>

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<IMG SRC="g930774g13e39.jpg" ALT="LOGO">
 </P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:ARIAL" SIZE="5" COLOR="#335367">PIMCO CLOSED-END FUNDS </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Times New Roman" SIZE="7">Annual Report </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="2">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:ARIAL" SIZE="4">June 30, 2020 </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:ARIAL" SIZE="2">PCM Fund, Inc. | PCM |
NYSE </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:ARIAL" SIZE="2">PIMCO Global StocksPLUS<FONT
STYLE="font-family:ARIAL" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT> &amp; Income Fund | PGP | NYSE </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:ARIAL" SIZE="2">PIMCO Income Opportunity Fund | PKO | NYSE </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:ARIAL" SIZE="2">PIMCO Strategic Income Fund, Inc. | RCS | NYSE </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:ARIAL" SIZE="2">PIMCO Dynamic Credit and Mortgage Income Fund | PCI | NYSE </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:ARIAL" SIZE="2">PIMCO Dynamic Income Fund | PDI | NYSE </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:ARIAL" SIZE="1">Beginning on January 1, 2021, as permitted by regulations adopted by the Securities and
Exchange Commission, paper copies of the Fund&#146;s annual and semi-annual shareholder reports will no longer be sent by mail, unless you specifically request paper copies of the reports from the Fund or from your financial intermediary, such as a
broker-dealer or bank. Instead, the reports will be made available on the Fund&#146;s website, pimco.com/literature, and you will be notified by mail each time a report is posted and provided with a website link to access the report. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:ARIAL" SIZE="1">If you already elected to receive shareholder reports electronically, you will not be
affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from the Fund electronically by visiting pimco.com/edelivery or by contacting your financial intermediary, such as a
broker-dealer or bank. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:ARIAL" SIZE="1">You may elect to receive all future reports in paper
free of charge. If you own these shares through a financial intermediary, such as a broker-dealer or bank, you may contact your financial intermediary to request that you continue to receive paper copies of your shareholder reports. If you invest
directly with the Fund, you can inform the Fund that you wish to continue receiving paper copies of your shareholder reports by calling 844.337.4626. Your election to receive reports in paper will apply to all funds held with the fund complex if you
invest directly with the Fund or to all funds held in your account if you invest through a financial intermediary, such as a broker-dealer or bank. </FONT></P>

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<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_1">Letter from the Chair of the Board &amp; President</A></FONT></P></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_2">Important Information About the Funds</A></FONT></P></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_3">Financial Highlights</A></FONT></P></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_11">Consolidated Statements of Cash Flows</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_12">Notes to Financial Statements</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_13">Report of Independent Registered Public Accounting Firm</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_14">Glossary</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_15">Federal Income Tax Information</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_15a">Distribution Information </A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_16">Shareholder Meeting Results</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_17">Changes to Boards of Trustees/Changes to Portfolio Managers</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_18">Dividend Reinvestment Plan</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_18a">Additional Information Regarding the Funds</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_18b">Principal Investment Strategies</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_18c">Principal Risks of the Funds</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_18d">Risk Management Strategies </A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_18e">Effects of Leverage</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_18f">Fundamental Investment Restrictions</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_19">Management of the Funds</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_20">Approval of Investment Management Agreement</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_21">Privacy Policy</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund<BR>Summary</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Schedule of<BR>Investments</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_22">PCM Fund, Inc.</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_28"></A>&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_28">25</A></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_28"></A>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_23">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT>
</SUP> &amp; Income Fund</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_29"></A>&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_29">35</A></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_29"></A>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_24">PIMCO Income Opportunity Fund</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_30"></A>&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_30">48</A></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_30"></A>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_25">PIMCO Strategic Income Fund, Inc.</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_31"></A>&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_31">64</A></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_31"></A>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_26">PIMCO Dynamic Credit and Mortgage Income
Fund<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_32"></A>&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_32">76</A></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_32"></A>&nbsp;</FONT></TD></TR>
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<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_27">PIMCO Dynamic Income Fund<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></A></FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_33"></A>&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_33">92</A></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx930774_33"></A>&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Consolidated Schedule of Investments </FONT></P></TD></TR></TABLE>

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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_1"></A>Letter from the Chair of the Board &amp; President </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:3%; text-indent:-2%"><FONT STYLE="font-family:Arial Narrow" SIZE="3">Dear Shareholder, </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">We hope that you and your family are staying safe and healthy during these
challenging times. We continue to work tirelessly to navigate markets and manage the assets that you have entrusted with us. Following this letter is the PIMCO <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds Annual Report, which covers the <FONT
STYLE="white-space:nowrap">12-month</FONT> reporting period ended June&nbsp;30, 2020. On the subsequent pages, you will find specific details regarding investment results and discussion of the factors that most affected performance during the
reporting period. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:3%; text-indent:-2%"><FONT STYLE="font-family:Arial Narrow" SIZE="3">For the <FONT
STYLE="white-space:nowrap">12-month</FONT> reporting period ended June&nbsp;30, 2020 </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2">The coronavirus took its toll on the U.S. economy, as it entered its first recession since the 2008 financial crisis. Looking back, U.S. gross domestic product (&#147;GDP&#148;) grew at a revised annual pace
of 2.6% and 2.4% during the third and fourth quarters of 2019, respectively. The pandemic then caused the economy to significantly weaken, as annualized GDP growth in the first quarter of 2020 was <FONT STYLE="white-space:nowrap">-5.0%.</FONT> The
Commerce Department&#146;s initial estimate for second quarter annualized GDP growth &#151; released after the reporting period ended &#151; was <FONT STYLE="white-space:nowrap">-32.9%.</FONT> This represented the sharpest quarterly decline on
record. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">The Federal Reserve (the &#147;Fed&#148;) took
unprecedented actions to support the economy and keep markets functioning properly. In early March 2020, the Fed lowered the federal funds rate to a range between 1.00% and 1.25%. Later in the month, the Fed lowered the rate to a range between 0.00%
and 0.25%. On March&nbsp;23, the Fed announced, &#147;It has become clear that our economy will face severe disruptions. Aggressive efforts must be taken across the public and private sectors to limit the losses to jobs and incomes and to promote a
swift recovery once the disruptions abate.&#148; The Fed&#146;s efforts included the ability to make unlimited purchases of Treasury and mortgage securities. It also announced that, for the first time, it would purchase existing corporate bonds on
the open market. In addition, the U.S. government passed a $2 trillion fiscal stimulus bill to aid the economy in March. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">In its June 2020 <I>World Economic Outlook Update</I>, the International Monetary Fund (&#147;IMF&#148;) stated that it expects the U.S. economy to contract
8.0% in 2020, compared to the 2.3% GDP expansion in 2019. Elsewhere, the IMF has also stated that it anticipates that 2020 GDP growth in the eurozone, U.K. and Japan will be <FONT STYLE="white-space:nowrap">-10.2%,</FONT> <FONT
STYLE="white-space:nowrap">-10.2%</FONT> and <FONT STYLE="white-space:nowrap">-5.8%,</FONT> respectively. For comparison purposes, the GDP of these economies expanded 1.3%, 1.4% and 0.7%, respectively, in 2019. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Against this backdrop, central banks around the world took a number of
aggressive actions. In Europe, the European Central Bank (the &#147;ECB&#148;) unveiled a new <FONT STYLE="font-family:Times New Roman" SIZE="2">&#128;</FONT>750&nbsp;billion bond-buying program, which was subsequently expanded by another <FONT
STYLE="font-family:Times New Roman" SIZE="2">&#128;</FONT>600&nbsp;billion in June 2020. Finally, in July &#151; after the reporting period ended &#151; the European Union agreed on a $2.06 trillion spending package to bolster its economy. In March,
the Bank of England reduced its key lending rate to 0.10% &#151; a record low. Elsewhere, the Bank of Japan maintained its short-term interest rates at -0.1%, while increasing the target for its holdings of corporate bonds to &yen;4.2 trillion from
&yen;3.2 trillion. Japan&#146;s central bank also doubled its purchases of exchange-traded stock funds. Meanwhile, in May 2020, the Japanese government doubled its stimulus measures with a &yen;117 trillion package.</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Both short- and long-term U.S. Treasury yields fell sharply during the
reporting period. In our view, this was due to a combination of declining global growth given the coronavirus, the Fed&#146;s accommodative monetary policy and periods of extreme investor risk aversion. The yield on the benchmark <FONT
STYLE="white-space:nowrap">10-year</FONT> U.S. Treasury note was 0.66% at the end of the reporting period, versus 2.00% on June&nbsp;30, 2019. The Bloomberg Barclays Global Treasury Index (USD Hedged), which tracks fixed-rate, local currency
government debt of investment grade countries, including both developed and emerging markets, returned 6.01%. Meanwhile, the Bloomberg Barclays Global Aggregate Credit Index (USD Hedged), a widely used index of global investment grade credit bonds,
returned 6.90%. Riskier fixed income asset classes, including high yield corporate bonds and emerging market debt, generated weaker results. The ICE BofAML Developed Markets High Yield Constrained Index (USD Hedged), a widely used index of below
investment grade bonds, returned <FONT STYLE="white-space:nowrap">-0.75%,</FONT> whereas emerging market external debt, as represented by the JPMorgan Emerging Markets </FONT></P>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>2</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">
Bond Index (EMBI) Global (USD Hedged), returned 1.52%. Emerging market local bonds, as represented by the JPMorgan Government Bond Index-Emerging Markets Global Diversified Index (Unhedged),
returned <FONT STYLE="white-space:nowrap">-2.82%.</FONT> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">After
initially rising, global equities experienced a sharp decline in February and March 2020. We believe this was largely due to concerns over the impact of the coronavirus. In March 2020, the U.S. equity market ended its
<FONT STYLE="white-space:nowrap">11-year</FONT> bull market run, and then posted the fastest fall on record from its <FONT STYLE="white-space:nowrap">all-time</FONT> high to bear market territory. However, global equities rallied sharply in April,
May and June 2020, in our view because investor sentiment improved given significant stimulus efforts from central banks around the world. All told, during the <FONT STYLE="white-space:nowrap">12-months</FONT> ended June&nbsp;30, 2020, U.S.
equities, as represented by the S&amp;P 500 Index, returned 7.51% and global equities, as represented by the MSCI World Index, returned 2.84%. Meanwhile, Japanese equities, as represented by the Nikkei 225 Index (in JPY), returned 6.98% and European
equities, as represented by the MSCI Europe Index (in EUR), returned <FONT STYLE="white-space:nowrap">-5.48%.</FONT> Finally, emerging market equities, as measured by the MSCI Emerging Markets Index, returned
<FONT STYLE="white-space:nowrap">-3.39%.</FONT> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Commodity prices
were extremely volatile and generated mixed results. When the reporting period began, Brent crude oil was approximately $67 a barrel. It ended the reporting period at roughly $41 a barrel after briefly trading below $15. Elsewhere, copper prices
were relatively flat, whereas gold prices moved higher. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Finally,
there were periods of volatility in the foreign exchange markets, due in part, in our view, to signs of moderating global growth, trade conflicts and changing central bank monetary policies, along with a number of geopolitical events. The U.S.
dollar strengthened against a number of other major currencies. For example, the U.S. dollar returned 1.22%, 2.32% and 0.07% versus the euro, the British pound and the Japanese yen, respectively. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Thank you for the assets you have placed with us. We deeply value your trust,
and we will continue to work diligently to meet your broad investment needs. For any questions regarding your PIMCO <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds investments, please contact your financial adviser, or call the Funds&#146;
shareholder servicing agent at (844) <FONT STYLE="white-space:nowrap">33-PIMCO.</FONT> We also invite you to visit our website at pimco.com to learn more about our global viewpoints. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Sincerely, </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Deborah A. DeCotis</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Eric D. Johnson</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Chair of the Board of Trustees</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="2">President</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:2%"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Past performance is no guarantee
of future results. Unless otherwise noted, index returns reflect the reinvestment of income distributions and capital gains, if any, but do not reflect fees, brokerage commissions or other expenses of investing. It is not possible to invest directly
in an unmanaged index. </FONT></P>
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>3</B></FONT></TD></TR></TABLE></DIV>


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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_2"></A>Important Information About the Funds </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Information regarding each Fund&#146;s principal investment strategies, principal risks and
risk management strategies, the effects of each Fund&#146;s leverage, and each Fund&#146;s fundamental investment restrictions, including a summary of certain changes thereto during the most recent&nbsp;fiscal year, can be found within the relevant
sections of this report. Please refer to the Table of Contents for further&nbsp;information. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">We believe that bond funds have an important role to play in a well-diversified investment portfolio. It is important to note, however, that in an environment where interest rates may trend
upward, rising rates would negatively impact the performance of most bond funds, and fixed-income securities and other instruments held by a Fund are likely to decrease in value. A wide variety of factors can cause interest rates </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">or yield of U.S. Treasury securities (or yields of other types of bonds) to rise (e.g., central bank monetary policies, inflation rates,
general economic conditions). In addition, changes in interest rates can be sudden and unpredictable, and there is no guarantee that Fund management will anticipate such movement accurately. A Fund may lose money as a result of movement in
interest&nbsp;rates. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As of the date of this report,
interest rates in the U.S. and many parts of the world, including certain European countries, are near historically low levels. Thus, the Funds currently face a heightened level of risk associated with rising interest rates and/or bond yields. This
could be driven by a variety of factors, including but not limited to central bank monetary policies, changing inflation or real growth rates, general economic conditions, increasing bond issuances or reduced market demand for low yielding
investments. Further, while bond markets have steadily grown over the past three decades, dealer inventories of corporate bonds are near historic lows in relation to market size. As a result, there has been a significant reduction in the ability of
dealers to &#147;make markets.&#148; </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Bond funds and
individual bonds with a longer duration (a measure used to determine the sensitivity of a security&#146;s price to changes in interest rates) tend to be more sensitive to changes in interest rates, usually making them more volatile than securities
or funds with shorter durations. In addition, in the current low interest rate environment, the market price of the Funds&#146; common shares may be particularly sensitive to changes in interest rates or the perception that there will be a change in
interest rates. All of the factors mentioned above, individually or collectively, could lead to increased volatility and/or lower liquidity in the fixed income markets or negatively impact a Fund&#146;s performance or cause a Fund to incur losses.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A Fund may enter into opposite sides of multiple
interest rate swaps or other derivatives with respect to the same underlying reference instrument (e.g., a <FONT STYLE="white-space:nowrap">10-year</FONT> U.S. treasury) that have different effective dates with respect to interest accrual time
periods for the principal
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
purpose of generating distributable gains (characterized as ordinary income for tax purposes) that are not part of the Fund&#146;s duration or yield curve management strategies. In such a
&#147;paired swap transaction&#148;, a Fund would generally enter into one or more interest rate swap agreements whereby the Fund agrees to make regular payments starting at the time the Fund enters into the agreements equal to a floating interest
rate in return for payments equal to a fixed interest rate (the &#147;initial leg&#148;). The Fund would also enter into one or more interest rate swap agreements on the same underlying instrument, but take the opposite position (i.e., in this
example, the Fund would make regular payments equal to a fixed interest rate in return for receiving payments equal to a floating interest rate) with respect to a contract whereby the payment obligations do not commence until a date following the
commencement of the initial leg (the &#147;forward&nbsp;leg&#148;). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A Fund may engage in investment strategies, including those that employ the use of derivatives, to, among other things, seek to generate current, distributable income, even if such strategies
could potentially result in declines in the Fund&#146;s net asset value (&#147;NAV&#148;). A Fund&#146;s income and gain-generating strategies, including certain derivatives strategies, may generate current income and gains taxable as ordinary
income sufficient to support monthly distributions even in situations when the Fund has experienced a decline in net assets due to, for example, adverse changes in the broad U.S. or non-U.S. equity markets or the Fund&#146;s debt investments, or
arising from its use of derivatives. Because some or all of these transactions may generate capital losses without corresponding offsetting capital gains, portions of a Fund&#146;s distributions recognized as ordinary income for tax purposes (such
as from paired swap transactions) may be economically similar to a taxable return of capital when considered together with such capital&nbsp;losses. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Classifications of the Funds&#146; portfolio holdings in this report are made according to financial reporting standards. The classification
of a particular portfolio holding as shown in the Allocation Breakdown and Schedule of Investments or Consolidated Schedule of Investments, as applicable, sections of this report may differ from the classification used for the Funds&#146; compliance
calculations, including those used in the Funds&#146; prospectus, investment objectives, regulatory, and other investment limitations and policies, which may be based on different asset class, sector or geographical classifications. Each Fund is
separately monitored for compliance with respect to prospectus and regulatory requirements. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The geographical classification of foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> securities in this report, if any, are classified by the country of incorporation of a holding.
In certain instances, a security&#146;s country of incorporation may be different from its country of economic&nbsp;exposure.
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="96%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>4</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Beginning in January 2020, global financial markets have experienced and may continue to
experience significant volatility resulting from the spread of a novel coronavirus known as COVID-19. The outbreak of COVID-19 has resulted in travel and border restrictions, quarantines, supply chain disruptions, lower consumer demand and general
market uncertainty. The effects of COVID-19 have and may continue to adversely affect the global economy, the economies of certain nations and individual issuers, all of which may negatively impact the Funds&#146; performance. In addition, COVID-19
and governmental responses to COVID-19 may negatively impact the capabilities of the Funds&#146; service providers and disrupt the Funds&#146; operations. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The United States presidential administration&#146;s enforcement of tariffs on goods from other countries, with a focus on China, has
contributed to international trade tensions and may impact portfolio securities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The United Kingdom&#146;s withdrawal from the European Union may impact Fund returns. The withdrawal may cause substantial volatility in foreign exchange markets, lead to weakness in the
exchange rate of the British pound, result in a sustained period of market uncertainty, and destabilize some or all of the other European Union member countries and/or the Eurozone. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds may invest in certain instruments that rely in some fashion upon the London Interbank Offered Rate
(&#147;LIBOR&#148;). LIBOR is an average interest rate, determined by the ICE Benchmark Administration, that banks charge one another for the use of short-term money. The United Kingdom&#146;s Financial Conduct Authority, which regulates LIBOR, has
announced plans to phase out the use of LIBOR by the end of 2021. The transition may result in a reduction in the value of certain instruments held by a Fund or a reduction in the effectiveness of related Fund transactions such as hedges. There
remains uncertainty regarding future utilization of LIBOR and the nature of any replacement rate (e.g., the Secured Overnight Financing Rate, which is intended to replace U.S. dollar LIBOR and measures the cost of overnight borrowings through
repurchase agreement transactions collateralized with U.S. Treasury securities), and any potential effects of the transition away from LIBOR on a Fund or on certain instruments in which a Fund invests are not known and could result in losses to a
Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The common shares of the Funds trade on the
New York Stock Exchange. As with any stock, the price of a Fund&#146;s common shares will fluctuate with market conditions and other factors. If you sell your common shares of a Fund, the price received may be more or less than your original
investment. Shares of closed-end management investment companies, such as the Funds, frequently trade at a discount from their NAV and may trade at a price that is less than the initial offering price and/or the NAV of such shares. Further, if a
Fund&#146;s shares trade at a
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
price that is more than the initial offering price and/or the NAV of such shares, including at a substantial premium and/or for an extended period of time, there is no assurance that any such
premium will be sustained for any period of time and will not decrease, or that the shares will not trade at a discount to NAV thereafter. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">On each Fund Summary page in this Shareholder Report, the Average Annual Total Return table measures performance assuming that all dividend
and capital gain distributions were reinvested. Total return is calculated by determining the percentage change in NAV or market price (as applicable) in the specified period. Returns do not reflect the deduction of taxes that a shareholder would
pay on Fund distributions. Total return for a period of more than one year represents the average annual total return. Performance at market price will differ from results at NAV. Although market price returns tend to reflect investment results over
time, during shorter periods returns at market price can also be influenced by factors such as changing views about a Fund, market conditions, supply and demand for the Fund&#146;s shares, or changes in the Fund&#146;s dividends. Performance shown
is net of fees and&nbsp;expenses. Historical NAV performance for a Fund may have been positively impacted by fee waivers or expense limitations in place during some or all of the periods shown, if applicable. Future performance (including total
return or yield) and distributions may be negatively impacted by the expiration or reduction of any such fee waivers or expense limitations. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The dividend rate that a Fund pays on its common shares may vary as portfolio and market conditions change, and will depend on a number of
factors, including without limit the amount of a Fund&#146;s undistributed net investment income and net short- and long-term capital gains, as well as the costs of any leverage obtained by a Fund. As portfolio and market conditions change, the rate
of distributions on the common shares and a Fund&#146;s dividend policy could change. There can be no assurance that a change in market conditions or other factors will not result in a change in a Fund distribution rate or that the rate will be
sustainable in the future. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The following table
discloses the commencement of operations and diversification status of each&nbsp;Fund: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="66%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fund Name</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commencement<BR>of&nbsp;Operations</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Diversification<BR>Status</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">09/02/93</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Diversified</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">05/31/05</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Diversified</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11/30/07</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Diversified</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">02/24/94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Diversified</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">01/31/13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Diversified</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">05/30/12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Diversified</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">An investment in a Fund is not a
deposit of a bank and is not guaranteed or insured by the Federal Deposit Insurance Corporation or any other government agency. It is possible to lose money on investments in the&nbsp;Funds.
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>5</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Important Information About the Funds <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT>
</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees/Directors</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"> are responsible generally for overseeing
the management of the Funds. The Trustees authorize the Funds to enter into service agreements with the Manager and other service providers in order to provide, and in some cases authorize service providers to procure through other parties,
necessary or desirable services on behalf of the Funds. Shareholders are not parties to or third-party beneficiaries of such service agreements. Neither a Fund&#146;s original or any subsequent prospectus or Statement of Additional Information
(&#147;SAI&#148;), any press release or shareholder report, any contracts filed as exhibits to a Fund&#146;s registration statement, nor any other communications, disclosure documents or regulatory filings from or on behalf of a Fund creates a
contract between or among any shareholders of a Fund, on the one hand, and the Fund, a service provider to the Fund, and/or the Trustees or officers of the Fund, on the other&nbsp;hand. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees (or the Funds and their officers, service providers or other delegates acting under authority of the
Trustees) may amend its most recent or use a new prospectus or SAI with respect to a Fund, adopt and disclose new or amended policies and other changes in press releases and shareholder reports and/or amend, file and/or issue any other
communications, disclosure documents or regulatory filings, and may amend or enter into any contracts to which a Fund is a party, and interpret the investment objective(s), policies, restrictions and contractual provisions applicable to any Fund,
without shareholder input or approval, except in circumstances in which shareholder approval is specifically required by law (such as changes to fundamental investment policies) or where a shareholder approval requirement was specifically disclosed
in a Fund&#146;s prospectus, SAI or shareholder report and is otherwise still in&nbsp;effect. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PIMCO has adopted written proxy voting policies and procedures (&#147;Proxy Policy&#148;) as required by Rule <FONT STYLE="white-space:nowrap">206(4)-6</FONT> under the Investment Advisers
Act of 1940. The Proxy Policy has been adopted by the Funds as the policies and procedures that PIMCO will use when voting proxies on behalf of the Funds. A description of the policies and procedures that PIMCO uses to vote proxies relating to
portfolio securities of each Fund, and information about how each Fund voted proxies relating to portfolio securities held during the most recent twelve-month period ended June&nbsp;30, are available without charge, upon request, by calling the
Funds at (844) <FONT STYLE="white-space:nowrap">33-PIMCO,</FONT> on the Funds&#146; website at www.pimco.com, and on the Securities and Exchange Commission&#146;s (&#147;SEC&#148;) website at&nbsp;www.sec.gov. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds file portfolio holdings information with the SEC on <FONT
STYLE="white-space:nowrap">Form&nbsp;N-PORT</FONT> within 60 days of the end of each fiscal quarter. The Funds&#146; complete schedules of securities holdings as of the end of each fiscal quarter will be made available to the public on the
SEC&#146;s website
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
at www.sec.gov and on PIMCO&#146;s website at www.pimco.com, and will be made available, upon request, by calling PIMCO at (844) 33-PIMCO. Prior to its use of Form N-PORT, each Fund filed its
complete schedule of its portfolio holdings with the SEC on Form&nbsp;N-Q, which is available online at&nbsp;www.sec.gov. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The SEC adopted a rule that, beginning in 2021, generally will allow shareholder reports to be delivered to investors by providing access to
such reports online free of charge and by mailing a notice that the report is electronically available. Pursuant to the rule, investors may still elect to receive a complete shareholder report in the mail. Instructions for electing to receive paper
copies of a Fund&#146;s shareholder reports going forward may be found on the front cover of this&nbsp;report. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In November 2019, the SEC published a proposed rulemaking related to the use of derivatives and certain other transactions by registered investment companies. If the proposal is adopted in
substantially the same form as it was proposed, these requirements could limit the ability of a Fund to use derivatives and reverse repurchase agreements and similar financing transactions as part of its investment strategies. Any new requirements,
if adopted, may increase the cost of the Funds&#146; investments and cost of doing business, which could adversely affect&nbsp;investors. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In April 2020, the SEC issued a proposed rulemaking setting forth a proposed framework for fair valuation of fund investments. If the
proposal is adopted in substantially the same form as it was proposed, the rule would set forth requirements for good faith determinations of fair value, establish conditions under which a market quotation is considered readily available for
purposes of the definition of &#147;value&#148; under the Investment Company Act of 1940, and address the roles and responsibilities of a fund&#146;s board of trustees and investment adviser with respect to fair valuation of fund investments. The
impact that any such requirements may have on the Funds is uncertain. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">On April 8, 2020, the SEC adopted amended rules modifying the registration, communications, and offering processes for registered closed-end funds and interval funds. Among other things, the
amendments will: (1) permit qualifying closed-end funds to use a short-form registration statement to offer securities in eligible transactions and certain funds to qualify as Well Known Seasoned Issuers; (2) permit interval funds to pay
registration fees based on net issuance of shares in a manner similar to mutual funds; (3) require closed-end funds and interval funds to include additional disclosures in their annual reports; and (4) require certain information to be filed in
interactive data format. The new rules have phased compliance and effective dates, with some requirements requiring compliance starting August&nbsp;1, 2020 and others requiring compliance as late as February&nbsp;1, 2023.
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>6</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>
 <P STYLE="line-height:8px;margin-top:0px;margin-bottom:2px;border-bottom:0.5pt solid #000000;width:11%">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Hereinafter, the terms &#147;Trustee&#148; or &#147;Trustees&#148; used herein shall refer to a Director or Directors of
applicable&nbsp;Funds. </FONT></P></TD></TR></TABLE>

<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f"><B><A NAME="tx930774_22"></A>PCM Fund, Inc. </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Symbol&nbsp;on&nbsp;NYSE&nbsp;-&nbsp;
</FONT></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCM</B></FONT></TD></TR></TABLE></DIV>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Allocation Breakdown as of June&nbsp;30, 2020</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;
</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD WIDTH="86%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">40.7%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">16.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Loan Participations and Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.6%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Preferred Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Common Stocks</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Real Estate Investment Trusts</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Short-Term Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.6%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">% of Investments, at value. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Allocation Breakdown and % of investments exclude securities sold short and financial derivative instruments, if&nbsp;any.
</FONT></P></TD></TR></TABLE></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Information (as of June&nbsp;30, 2020)</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TR>

<TD WIDTH="84%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$9.42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$8.46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Premium/(Discount) to NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.35%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.19%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.35%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Effective
Leverage<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">46.06%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="17"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="16"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Average Annual Total Return</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2"> for the period ended June&nbsp;30, 2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1&nbsp;Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5&nbsp;Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10&nbsp;Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Commencement<BR>of&nbsp;Operations<BR>(09/02/93)</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(8.33)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.62%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.33%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.51%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(8.10)%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.26%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.14%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.64%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">All Fund returns are net of
fees and expenses and include applicable fee waivers and/or expense limitations. Absent any applicable fee waivers and/or expense limitations, performance would have been lower and there can be no assurance that any such waivers or limitations will
continue in the future. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Performance quoted represents past performance. Past performance is not a guarantee or a reliable indicator of future results. Current
performance may be lower or higher than performance shown. Investment return and the principal value of an investment will fluctuate. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale
of Fund shares. Total return, market price, NAV, market price distribution rate, and NAV distribution rate will fluctuate with changes in market conditions. Performance current to the most recent <FONT STYLE="white-space:nowrap">month-end</FONT> is
available at www.pimco.com or via (844) <FONT STYLE="white-space:nowrap">33-PIMCO.</FONT> Performance is calculated assuming all dividends and distributions are reinvested at prices obtained under the Fund&#146;s dividend reinvestment plan.
Performance does not reflect any brokerage commissions in connection with the purchase or sale of Fund shares. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Distribution rates are not performance and are calculated by annualizing the most recent distribution per share and dividing by the NAV or
Market Price, as applicable, as of the reported date. Distributions may be comprised of ordinary income, net capital gains, and/or a return of capital (&#147;ROC&#148;) of your investment in the Fund. Because the distribution rate may include a ROC,
it should not be confused with yield or income. If the Fund estimates that a portion of its distribution may be comprised of amounts from sources other than net investment income in accordance with its policies and good accounting practices, the
Fund will notify shareholders of the estimated composition of such distribution through a Section&nbsp;19 Notice. Please refer to the most recent Section&nbsp;19 Notice, if applicable, for additional information regarding the estimated composition
of distributions. Please visit www.pimco.com for most recent Section&nbsp;19 Notice, if applicable. Final determination of a distribution&#146;s tax character will be made on Form 1099 DIV sent to shareholders each January.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Represents total effective leverage outstanding, as a percentage of total managed assets. Total effective leverage consists of preferred
shares, reverse repurchase agreements and other borrowings, credit default swap notional and floating rate notes issued in tender option bond transactions, as applicable (collectively &#147;Total Effective Leverage&#148;). The Fund may engage in
other transactions not included in Total Effective Leverage disclosed above that may give rise to a form of leverage, including certain derivative transactions. For the purpose of calculating Total Effective Leverage outstanding as a percentage of
total managed assets, total managed assets refer to total assets (including assets attributable to Total Effective Leverage that may be outstanding) minus accrued liabilities (other than liabilities representing Total Effective Leverage).
</FONT></P></TD></TR></TABLE> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; text-indent:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Investment Objective and Strategy
Overview </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.&#146;s primary investment objective is to
achieve high current income. Capital gain from the disposition of investments is a secondary objective of the Fund. The Fund cannot change its investment objectives without the approval of the holders of a &#147;majority of the outstanding*&#148;
shares of the Fund. There have not been any material changes to the Fund&#146;s investment objectives during the most recent fiscal&nbsp;year. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Information regarding the Fund&#146;s principal investment strategies, principal risks and risk management strategies, the effects of the Fund&#146;s
leverage, and the Fund&#146;s fundamental investment restrictions, including a summary of certain changes thereto during the most recent fiscal year, can be found within the relevant sections of this report. Please refer to the Table of Contents for
further information. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">References herein to &#147;majority of the outstanding,&#148; when used with respect to particular shares of the Fund (whether voting together as
a single class or voting as separate classes), has the meaning set forth in the Investment Company Act of 1940, as amended. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; text-indent:0%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Insights at NAV </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">The following affected performance (on a gross basis) during the reporting period: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">U.S. interest rate positioning contributed to absolute performance, as rates declined. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to investment grade corporate credit contributed to absolute performance, as the asset class posted positive returns.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to bank loans detracted from absolute performance, as the asset class posted negative returns. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to high yield corporate credit detracted from absolute performance, as the asset class posted negative returns. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to U.S. commercial real estate credit detracted from absolute performance, as spreads widened. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="63%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="16%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="13%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>7</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f"><B><A NAME="tx930774_23"></A>PIMCO Global StocksPLUS<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP> &amp; Income Fund </B></FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD WIDTH="85%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Symbol&nbsp;on&nbsp;NYSE&nbsp;-&nbsp;
</FONT></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PGP</B></FONT></TD></TR></TABLE></DIV>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Allocation Breakdown as of June&nbsp;30, 2020</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;
</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="86%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">30.8%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.8%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15.5%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Short-Term Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.6%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.5%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Loan Participations and Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Sovereign Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Preferred Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Municipal Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.3%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Common Stocks</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">% of Investments, at value. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Allocation Breakdown and % of investments exclude securities sold short and financial derivative instruments, if&nbsp;any.
</FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Information (as of June&nbsp;30, 2020)</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="84%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$8.19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$7.46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Premium/(Discount) to NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.79%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.11%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.10%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Effective
Leverage<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">35.76%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="55%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="17"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="16"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Average Annual Total Return</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2"> for the period ended June&nbsp;30, 2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1 Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5 Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10 Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Commencement<BR>of&nbsp;Operations<BR>(05/31/05)</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(26.51)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3.08)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.86%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.06%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(14.42)%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.18%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.69%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.16%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">All Fund returns are net of
fees and expenses and include applicable fee waivers and/or expense limitations. Absent any applicable fee waivers and/or expense limitations, performance would have been lower and there can be no assurance that any such waivers or limitations will
continue in the future. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Performance quoted represents past performance. Past performance is not a guarantee or a reliable indicator of future results. Current
performance may be lower or higher than performance shown. Investment return and the principal value of an investment will fluctuate. Total return, market price, NAV, market price distribution rate, and NAV distribution rate will fluctuate with
changes in market conditions. Performance current to the most recent <FONT STYLE="white-space:nowrap">month-end</FONT> is available at www.pimco.com or via (844) <FONT STYLE="white-space:nowrap">33-PIMCO.</FONT> Performance is calculated assuming
all dividends and distributions are reinvested at prices obtained under the Fund&#146;s dividend reinvestment plan. Performance does not reflect any brokerage commissions in connection with the purchase or sale of Fund shares.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Distribution rates are not performance and are calculated by annualizing the most recent distribution per share and dividing by the NAV or
Market Price, as applicable, as of the reported date. Distributions may be comprised of ordinary income, net capital gains, and/or a return of capital (ROC) of your investment in the Fund. Because the distribution rate may include a ROC, it should
not be confused with yield or income. If the Fund estimates that a portion of its distribution may be comprised of amounts from sources other than net investment income in accordance with its policies and good accounting practices, the Fund will
notify shareholders of the estimated composition of such distribution through a Section&nbsp;19 Notice. Please refer to the most recent Section&nbsp;19 Notice, if applicable, for additional information regarding the estimated composition of
distributions. Please visit www.pimco.com for most recent Section&nbsp;19 Notice, if applicable. Final determination of a distribution&#146;s tax character will be made on Form 1099 DIV sent to shareholders each January.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Represents total effective leverage outstanding, as a percentage of total managed assets. Total effective leverage consists of preferred
shares, reverse repurchase agreements and other borrowings, credit default swap notional and floating rate notes issued in tender option bond transactions, as applicable (collectively &#147;Total Effective Leverage&#148;). The Fund may engage in
other transactions not included in Total Effective Leverage disclosed above that may give rise to a form of leverage, including certain derivative transactions. For the purpose of calculating Total Effective Leverage outstanding as a percentage of
total managed assets, total managed assets refer to total assets (including assets attributable to Total Effective Leverage that may be outstanding) minus accrued liabilities (other than liabilities representing Total Effective Leverage).
</FONT></P></TD></TR></TABLE> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; text-indent:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Investment Objective and Strategy
Overview </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund&#146;s investment objective is to seek total return comprised of current income, current gains and long-term
capital appreciation. The Fund cannot change its investment objective without the approval of the holders of a &#147;majority of the outstanding*&#148; shares of the Fund. There have not been any material changes to the Fund&#146;s investment
objective during the most recent fiscal&nbsp;year. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Information
regarding the Fund&#146;s principal investment strategies, principal risks and risk management strategies, the effects of the Fund&#146;s leverage, and the Fund&#146;s fundamental investment restrictions, including a summary of certain changes
thereto during the most recent fiscal year, can be found within the relevant sections of this report. Please refer to the Table of Contents for further information. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">References herein to &#147;majority of the outstanding,&#148; when used with respect to particular shares of the Fund (whether voting together as
a single class or voting as separate classes), has the meaning set forth in the Investment Company Act of 1940, as amended. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; text-indent:0%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Insights at NAV </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">The following affected performance (on a gross basis) during the reporting period: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to Agency mortgage-backed securities contributed to absolute performance, as the asset class posted positive returns.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">The Fund&#146;s exposure to equity index derivatives linked to the S&amp;P 500 Index contributed to absolute performance, as the S&amp;P 500 Index
returned 7.51% </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to investment grade corporate credit contributed to absolute performance, as the asset class posted positive returns.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">The Fund&#146;s exposure to equity index derivatives linked to the MSCI EAFE Index detracted from absolute performance, as the MSCI EAFE Index returned <FONT
STYLE="white-space:nowrap">-5.13%.</FONT> </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to high yield corporate credit detracted from absolute performance, as the asset class posted negative returns. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to select emerging market debt including Argentinian debt detracted from absolute performance, as the asset class posted negative returns.
</FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="94%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>8</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f"><B><A NAME="tx930774_24"></A>PIMCO Income Opportunity Fund </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD WIDTH="85%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Symbol&nbsp;on&nbsp;NYSE&nbsp;-&nbsp;
</FONT></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PKO</B></FONT></TD></TR></TABLE></DIV>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Allocation Breakdown as of June&nbsp;30, 2020</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;
</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="86%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">39.3%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">18.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">16.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Loan Participations and Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Sovereign Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Short-Term Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Preferred Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.4%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">% of Investments, at value. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Allocation Breakdown and % of investments exclude securities sold short and financial derivative instruments, if&nbsp;any.
</FONT></P></TD></TR></TABLE></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Information (as of June&nbsp;30, 2020)</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="84%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$22.56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$21.09</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Premium/(Discount) to NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.97%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.11%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.81%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Effective
Leverage<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">44.30%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="58%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="17"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="16"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Average Annual Total Return</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2"> for the period ended June&nbsp;30, 2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1 Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5 Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10 Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Commencement<BR>of&nbsp;Operations<BR>(11/30/07)</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(7.88)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.68%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.88%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.77%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5.59)%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.76%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.40%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.64%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">All Fund returns are net of
fees and expenses and include applicable fee waivers and/or expense limitations. Absent any applicable fee waivers and/or expense limitations, performance would have been lower and there can be no assurance that any such waivers or limitations will
continue in the future. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Performance quoted represents past performance. Past performance is not a guarantee or a reliable indicator of future results. Current
performance may be lower or higher than performance shown. Investment return and the principal value of an investment will fluctuate. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale
of Fund shares. Total return, market price, NAV, market price distribution rate, and NAV distribution rate will fluctuate with changes in market conditions. Performance current to the most recent <FONT STYLE="white-space:nowrap">month-end</FONT> is
available at www.pimco.com or via (844) <FONT STYLE="white-space:nowrap">33-PIMCO.</FONT> Performance is calculated assuming all dividends and distributions are reinvested at prices obtained under the Fund&#146;s dividend reinvestment plan.
Performance does not reflect any brokerage commissions in connection with the purchase or sale of Fund shares. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Distribution rates are not performance and are calculated by annualizing the most recent distribution per share and dividing by the NAV or
Market Price, as applicable, as of the reported date. Distributions may be comprised of ordinary income, net capital gains, and/or a return of capital (&#147;ROC&#148;) of your investment in the Fund. Because the distribution rate may include a ROC,
it should not be confused with yield or income. If the Fund estimates that a portion of its distribution may be comprised of amounts from sources other than net investment income in accordance with its policies and good accounting practices, the
Fund will notify shareholders of the estimated composition of such distribution through a Section&nbsp;19 Notice. Please refer to the most recent Section&nbsp;19 Notice, if applicable, for additional information regarding the estimated composition
of distributions. Please visit www.pimco.com for most recent Section&nbsp;19 Notice, if applicable. Final determination of a distribution&#146;s tax character will be made on Form 1099 DIV sent to shareholders each January.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Represents total effective leverage outstanding, as a percentage of total managed assets. Total effective leverage consists of preferred
shares, reverse repurchase agreements and other borrowings, credit default swap notional and floating rate notes issued in tender option bond transactions, as applicable (collectively &#147;Total Effective Leverage&#148;). The Fund may engage in
other transactions not included in Total Effective Leverage disclosed above that may give rise to a form of leverage, including certain derivative transactions. For the purpose of calculating Total Effective Leverage outstanding as a percentage of
total managed assets, total managed assets refer to total assets (including assets attributable to Total Effective Leverage that may be outstanding) minus accrued liabilities (other than liabilities representing Total Effective Leverage).
</FONT></P></TD></TR></TABLE> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; text-indent:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Investment Objective and Strategy
Overview </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund&#146;s investment objective
is to seek current income as a primary focus and also capital appreciation. The Fund cannot change its investment objectives without the approval of the holders of a &#147;majority of the outstanding*&#148; shares of the Fund. There have not been
any material changes to the Fund&#146;s investment objective during the most recent fiscal&nbsp;year. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1">Information regarding the Fund&#146;s principal investment strategies, principal risks and risk management strategies, the effects of the Fund&#146;s leverage, and the Fund&#146;s fundamental investment
restrictions, including a summary of certain changes thereto during the most recent fiscal year, can be found within the relevant sections of this report. Please refer to the Table of Contents for further information. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">References herein to &#147;majority of the outstanding,&#148; when used with respect to particular shares of the Fund (whether voting together as
a single class or voting as separate classes), has the meaning set forth in the Investment Company Act of 1940, as amended. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; text-indent:0%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Insights at NAV </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">The following affected performance (on a gross basis) during the reporting period: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Issuance of additional shares through at-the-market offerings at a premium to net asset value contributed to absolute performance.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to investment grade corporate credit contributed to absolute performance, as the asset class posted positive returns.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">U.S. interest rate positioning contributed to absolute performance, as interest rates&nbsp;declined. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to bank loans detracted from absolute performance, as the asset class posted negative returns. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to high yield corporate credit detracted from absolute performance, as the asset class posted negative returns. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to select emerging market debt including Argentinian debt detracted from absolute performance, as the asset class posted negative returns.
</FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="63%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="16%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="13%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>9</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f"><B><A NAME="tx930774_25"></A>PIMCO Strategic Income Fund, Inc. </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="10%"></TD>

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD WIDTH="84%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Symbol&nbsp;on&nbsp;NYSE&nbsp;-&nbsp;
</FONT></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>RCS</B></FONT></TD></TR></TABLE></DIV>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Allocation Breakdown as of June&nbsp;30, 2020</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;
</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="86%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">65.6%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.3%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.8%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Loan Participations and Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.6%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Preferred Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Short-Term Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Others</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.6%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">% of Investments, at value. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Allocation Breakdown and % of investments exclude securities sold short and financial derivative instruments, if&nbsp;any.
</FONT></P></TD></TR></TABLE></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Information (as of June&nbsp;30, 2020)</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="84%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$6.37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$5.94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Premium/(Discount) to NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.24%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.61%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.30%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Effective
Leverage<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">40.49%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="58%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="17"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="16"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Average Annual Total Return</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2"> for the period ended June&nbsp;30, 2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1 Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5 Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10 Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Commencement<BR>of&nbsp;Operations<BR>(02/24/94)</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(27.94)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.73%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.25%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.73%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(6.79)%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.42%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.05%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.99%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">All Fund returns are net of
fees and expenses and include applicable fee waivers and/or expense limitations. Absent any applicable fee waivers and/or expense limitations, performance would have been lower and there can be no assurance that any such waivers or limitations will
continue in the future. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Performance quoted represents past performance. Past performance is not a guarantee or a reliable indicator of future results. Current
performance may be lower or higher than performance shown. Investment return and the principal value of an investment will fluctuate. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale
of Fund shares. Total return, market price, NAV, market price distribution rate, and NAV distribution rate will fluctuate with changes in market conditions. Performance current to the most recent <FONT STYLE="white-space:nowrap">month-end</FONT> is
available at www.pimco.com or via (844) <FONT STYLE="white-space:nowrap">33-PIMCO.</FONT> Performance is calculated assuming all dividends and distributions are reinvested at prices obtained under the Fund&#146;s dividend reinvestment plan.
Performance does not reflect any brokerage commissions in connection with the purchase or sale of Fund shares. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Distribution rates are not performance and are calculated by annualizing the most recent distribution per share and dividing by the NAV or
Market Price, as applicable, as of the reported date. Distributions may be comprised of ordinary income, net capital gains, and/or a return of capital (&#147;ROC&#148;) of your investment in the Fund. Because the distribution rate may include a ROC,
it should not be confused with yield or income. If the Fund estimates that a portion of its distribution may be comprised of amounts from sources other than net investment income in accordance with its policies and good accounting practices, the
Fund will notify shareholders of the estimated composition of such distribution through a Section&nbsp;19 Notice. Please refer to the most recent Section&nbsp;19 Notice, if applicable, for additional information regarding the estimated composition
of distributions. Please visit www.pimco.com for most recent Section&nbsp;19 Notice, if applicable. Final determination of a distribution&#146;s tax character will be made on Form 1099 DIV sent to shareholders each January.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Represents total effective leverage outstanding, as a percentage of total managed assets. Total effective leverage consists of preferred
shares, reverse repurchase agreements and other borrowings, credit default swap notional and floating rate notes issued in tender option bond transactions, as applicable (collectively &#147;Total Effective Leverage&#148;). The Fund may engage in
other transactions not included in Total Effective Leverage disclosed above that may give rise to a form of leverage, including certain derivative transactions. For the purpose of calculating Total Effective Leverage outstanding as a percentage of
total managed assets, total managed assets refer to total assets (including assets attributable to Total Effective Leverage that may be outstanding) minus accrued liabilities (other than liabilities representing Total Effective Leverage).
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"></TD></TR></TABLE> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; text-indent:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Investment Objective and Strategy Overview </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">The primary investment objective of PIMCO Strategic Income Fund, Inc. is to generate a level of income that is higher than that generated by high quality,
intermediate-term U.S. debt securities. The Fund also seeks capital appreciation to the extent consistent with this&nbsp;objective. The Fund&#146;s investment objectives are considered non-fundamental and may be changed by the Board without
shareholder approval. There have not been any material changes to the Fund&#146;s investment objectives during the most recent fiscal year. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Information regarding the Fund&#146;s principal investment strategies, principal risks and risk management strategies, the effects of the Fund&#146;s
leverage, and the Fund&#146;s fundamental investment restrictions, including a summary of certain changes thereto during the most recent fiscal year, can be found within the relevant sections of this report. Please refer to the Table of Contents for
further information. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; text-indent:0%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Insights at NAV
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">The following affected performance (on a gross basis) during the
reporting period: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to Agency mortgage-backed securities contributed to absolute performance, as the asset class posted positive returns.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to investment grade corporate credit contributed to absolute performance, as the asset class posted positive returns.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest rate hedges detracted from absolute performance, as rates declined. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT
SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to bank loans detracted from absolute performance, as the asset class posted negative returns. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to select emerging market debt including Argentinian debt detracted from absolute performance, as the asset class posted negative returns.
</FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="93%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>10</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f"><B><A NAME="tx930774_26"></A>PIMCO Dynamic Credit and Mortgage Income Fund </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD WIDTH="83%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Symbol&nbsp;on&nbsp;NYSE&nbsp;-&nbsp;
</FONT></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCI</B></FONT></TD></TR></TABLE></DIV>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Allocation Breakdown as of June&nbsp;30, 2020</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;
</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="86%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">35.3%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.3%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">21.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Short-Term Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Loan Participations and Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.8%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Preferred Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Sovereign Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.6%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Common Stocks</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.3%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">% of Investments, at value. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Allocation Breakdown and % of investments exclude securities sold short and financial derivative instruments, if&nbsp;any.
</FONT></P></TD></TR></TABLE></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Information (as of June&nbsp;30, 2020)</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="84%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$18.43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$18.13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Premium/(Discount) to NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.65%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.33%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.52%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Effective
Leverage<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">45.05%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="68%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Average Annual Total Return</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2"> for the period ended June&nbsp;30, 2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1 Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5 Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Commencement<BR>of Operations<BR>(01/31/13)</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(13.22)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.56%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.64%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(13.43)%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.96%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.61%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">All Fund returns are net of
fees and expenses and include applicable fee waivers and/or expense limitations. Absent any applicable fee waivers and/or expense limitations, performance would have been lower and there can be no assurance that any such waivers or limitations will
continue in the future. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Performance quoted represents past performance. Past performance is not a guarantee or a reliable indicator of future results. Current
performance may be lower or higher than performance shown. Investment return and the principal value of an investment will fluctuate. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale
of Fund shares. Total return, market price, NAV, market price distribution rate, and NAV distribution rate will fluctuate with changes in market conditions. Performance current to the most recent <FONT STYLE="white-space:nowrap">month-end</FONT> is
available at www.pimco.com or via (844) <FONT STYLE="white-space:nowrap">33-PIMCO.</FONT> Performance is calculated assuming all dividends and distributions are reinvested at prices obtained under the Fund&#146;s dividend reinvestment plan.
Performance does not reflect any brokerage commissions in connection with the purchase or sale of Fund shares. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Distribution rates are not performance and are calculated by annualizing the most recent distribution per share and dividing by the NAV or
Market Price, as applicable, as of the reported date. Distributions may be comprised of ordinary income, net capital gains, and/or a return of capital (&#147;ROC&#148;) of your investment in the Fund. Because the distribution rate may include a ROC,
it should not be confused with yield or income. If the Fund estimates that a portion of its distribution may be comprised of amounts from sources other than net investment income in accordance with its policies and good accounting practices, the
Fund will notify shareholders of the estimated composition of such distribution through a Section&nbsp;19 Notice. Please refer to the most recent Section&nbsp;19 Notice, if applicable, for additional information regarding the estimated composition
of distributions. Please visit www.pimco.com for most recent Section&nbsp;19 Notice, if applicable. Final determination of a distribution&#146;s tax character will be made on Form 1099 DIV sent to shareholders each January.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Represents total effective leverage outstanding, as a percentage of total managed assets. Total effective leverage consists of preferred
shares, reverse repurchase agreements and other borrowings, credit default swap notional and floating rate notes issued in tender option bond transactions, as applicable (collectively &#147;Total Effective Leverage&#148;). The Fund may engage in
other transactions not included in Total Effective Leverage disclosed above that may give rise to a form of leverage, including certain derivative transactions. For the purpose of calculating Total Effective Leverage outstanding as a percentage of
total managed assets, total managed assets refer to total assets (including assets attributable to Total Effective Leverage that may be outstanding) minus accrued liabilities (other than liabilities representing Total Effective Leverage).
</FONT></P></TD></TR></TABLE> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; text-indent:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Investment Objective and Strategy
Overview </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund&#146;s
primary investment objective is to seek current income and capital appreciation as a secondary objective. The Fund cannot change its investment objectives without the approval of the holders of a &#147;majority of the outstanding*&#148; shares of
the Fund. There have not been any material changes to the Fund&#146;s investment objectives during the most recent fiscal&nbsp;year. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Information regarding the Fund&#146;s principal investment strategies, principal risks and risk management strategies, the effects of the Fund&#146;s
leverage, and the Fund&#146;s fundamental investment restrictions, including a summary of certain changes thereto during the most recent fiscal year, can be found within the relevant sections of this report. Please refer to the Table of Contents for
further information. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">References herein to &#147;majority of the outstanding,&#148; when used with respect to particular shares of the Fund (whether voting together as
a single class or voting as separate classes), has the meaning set forth in the Investment Company Act of 1940, as amended. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; text-indent:0%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Insights at NAV </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">The following affected performance (on a gross basis) during the reporting period: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to investment grade corporate credit contributed to absolute performance, as the asset class posted positive returns.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">U.S. interest rate positioning contributed to absolute performance, as interest rates&nbsp;declined. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Select exposure to <FONT STYLE="white-space:nowrap">non-Agency</FONT> residential mortgage-backed securities contributed to absolute performance, as
certain segments of the market posted positive returns. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to bank loans detracted from absolute performance, as the asset class posted negative returns. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to high yield corporate credit detracted from absolute performance, as the asset class posted negative returns. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to select emerging market debt including Argentinian debt detracted from absolute performance, as the asset class posted negative returns.
</FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="63%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="16%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="13%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>11</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f"><B><A NAME="tx930774_27"></A>PIMCO Dynamic Income Fund </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="10%"></TD>

<TD VALIGN="bottom" WIDTH="7%"></TD>
<TD WIDTH="83%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Symbol&nbsp;on&nbsp;NYSE&nbsp;-&nbsp;
</FONT></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PDI</B></FONT></TD></TR></TABLE></DIV>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Allocation Breakdown as of June&nbsp;30, 2020</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;
</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="86%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">31.3%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26.3%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.8%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Loan Participations and Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.5%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Short-Term Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Sovereign Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.4%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.5%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">% of Investments, at value. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Allocation Breakdown and % of investments exclude securities sold short and financial derivative instruments, if&nbsp;any.
</FONT></P></TD></TR></TABLE></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Information (as of June&nbsp;30, 2020)</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="84%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$24.72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$22.56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Premium/(Discount) to NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.57%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.70%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.73%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Effective
Leverage<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">43.80%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="67%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Average Annual Total Return</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2"> for the period ended June 30, 2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1&nbsp;Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5&nbsp;Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Commencement<BR>of&nbsp;Operations<BR>(05/30/12)</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(14.18)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.93%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.76%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(10.14)%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.83%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.49%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">All Fund returns are net of
fees and expenses and include applicable fee waivers and/or expense limitations. Absent any applicable fee waivers and/or expense limitations, performance would have been lower and there can be no assurance that any such waivers or limitations will
continue in the future. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Performance quoted represents past performance. Past performance is not a guarantee or a reliable indicator of future results. Current
performance may be lower or higher than performance shown. Investment return and the principal value of an investment will fluctuate. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale
of Fund shares. Total return, market price, NAV, market price distribution rate, and NAV distribution rate will fluctuate with changes in market conditions. Performance current to the most recent <FONT STYLE="white-space:nowrap">month-end</FONT> is
available at www.pimco.com or via (844) <FONT STYLE="white-space:nowrap">33-PIMCO.</FONT> Performance is calculated assuming all dividends and distributions are reinvested at prices obtained under the Fund&#146;s dividend reinvestment plan.
Performance does not reflect any brokerage commissions in connection with the purchase or sale of Fund shares. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Distribution rates are not performance and are calculated by annualizing the most recent distribution per share and dividing by the NAV or
Market Price, as applicable, as of the reported date. Distributions may be comprised of ordinary income, net capital gains, and/or a return of capital (&#147;ROC&#148;) of your investment in the Fund. Because the distribution rate may include a ROC,
it should not be confused with yield or income. If the Fund estimates that a portion of its distribution may be comprised of amounts from sources other than net investment income in accordance with its policies and good accounting practices, the
Fund will notify shareholders of the estimated composition of such distribution through a Section&nbsp;19 Notice. Please refer to the most recent Section&nbsp;19 Notice, if applicable, for additional information regarding the estimated composition
of distributions. Please visit www.pimco.com for most recent Section&nbsp;19 Notice, if applicable. Final determination of a distribution&#146;s tax character will be made on Form 1099 DIV sent to shareholders each January.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Represents total effective leverage outstanding, as a percentage of total managed assets. Total effective leverage consists of preferred
shares, reverse repurchase agreements and other borrowings, credit default swap notional and floating rate notes issued in tender option bond transactions, as applicable (collectively &#147;Total Effective Leverage&#148;). The Fund may engage in
other transactions not included in Total Effective Leverage disclosed above that may give rise to a form of leverage, including certain derivative transactions. For the purpose of calculating Total Effective Leverage outstanding as a percentage of
total managed assets, total managed assets refer to total assets (including assets attributable to Total Effective Leverage that may be outstanding) minus accrued liabilities (other than liabilities representing Total Effective Leverage).
</FONT></P></TD></TR></TABLE> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; text-indent:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Investment Objective and Strategy
Overview </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund&#146;s primary investment
objective is to seek current income, and capital appreciation is a secondary objective. The Fund cannot change its investment objectives without the approval of the holders of a &#147;majority of the outstanding*&#148; shares of the Fund. There have
not been any material changes to the Fund&#146;s investment objectives during the most recent fiscal&nbsp;year. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1">Information regarding the Fund&#146;s principal investment strategies, principal risks and risk management strategies, the effects of the Fund&#146;s leverage, and the Fund&#146;s fundamental investment
restrictions, including a summary of certain changes thereto during the most recent fiscal year, can be found within the relevant sections of this report. Please refer to the Table of Contents for further information. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">References herein to &#147;majority of the outstanding,&#148; when used with respect to particular shares of the Fund (whether voting together as
a single class or voting as separate classes), has the meaning set forth in the Investment Company Act of 1940, as amended. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; text-indent:0%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Insights at NAV </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">The following affected performance (on a gross basis) during the reporting period: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Issuance of additional shares through <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">at-the-market</FONT></FONT> offerings at a premium
to net asset value contributed to absolute&nbsp;performance. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to investment grade corporate credit contributed to absolute performance, as the asset class posted positive returns.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to bank loans detracted from absolute performance, as the asset class posted negative returns. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to high yield corporate credit detracted from absolute performance, as the asset class posted negative returns. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to select emerging market debt including Argentinian debt detracted from absolute performance, as the select emerging market debt posted negative
returns. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="93%"></TD>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="2">(THIS PAGE INTENTIONALLY LEFT BLANK) </FONT></P>
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
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<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
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<TD VALIGN="bottom" COLSPAN="10" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Investment Operations</B></FONT></TD>
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<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Less
Distributions<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(c)</SUP></B></FONT></TD>
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<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B></B>Selected Per Share Data for the Year Ended^:<B></B></FONT></TD>
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<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;&nbsp;&nbsp;&nbsp;<BR>&nbsp;&nbsp;&nbsp;&nbsp;<BR>Net&nbsp;Asset<BR>Value<BR>Beginning<BR>of&nbsp;Year<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP></B></FONT></TD>
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<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Investment<BR>Income<BR>(Loss)<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(b)</SUP>
</B></FONT></TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Realized/<BR>Unrealized<BR>Gain&nbsp;(Loss)</B></FONT></TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
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<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>From&nbsp;Net<BR>Investment<BR>Income</B></FONT></TD>
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<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>From&nbsp;Net<BR>Realized<BR>Capital<BR>Gains</B></FONT></TD>
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<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Tax&nbsp;Basis<BR>Return&nbsp;of<BR>Capital</B></FONT></TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCM Fund, Inc.</B></FONT></P></TD>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2020</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.19</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.86</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.62</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.76</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.95</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.01</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
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<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2019</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.23</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.69</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.23</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
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<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2018</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.88</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.98</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.98</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2017</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.71</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.98</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.90</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.46</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.46</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2016</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.68</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.22</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.23</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.01</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Global
StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2020</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.10</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.42</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.85</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.25</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.10</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2019</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.50</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.34</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.77</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.38</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2018</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.09</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.16</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.93</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.61</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2017</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.76</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.14</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.29</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.67</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.87</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2016</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.88</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.07</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.02</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Income Opportunity Fund</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2020</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;24.83</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;2.26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3.87</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.61</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.16</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.44</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2019</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.99</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.27</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.65</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.65</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2018</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25.17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.01</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2017</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.59</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.56</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.62</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2016</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25.94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.33</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.56</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(0.51</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.79</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Strategic Income Fund, Inc.</B></FONT></P></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2020</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.74</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(1.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(0.46</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(0.49</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.23</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(0.72</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2019</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.60</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.03</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.63</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.61</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.22</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.83</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc">
<P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2018<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(f)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.75</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.77</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.34</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.86</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.86</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc">
<P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2017<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(f)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.70</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.08</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.78</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.80</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(0.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc">
<P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2016<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(f)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.58</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.76</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.45</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.31</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Dynamic Credit and Mortgage Income Fund (Consolidated)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2020</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.58</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.95</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.39</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.54</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2019</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.74</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.88</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.16</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2018</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.91</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.95</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.85</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.80</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2017</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">20.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.62</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.46</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.08</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.60</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.60</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2016</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.01</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.40</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.39</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Dynamic Income Fund (Consolidated)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2020</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28.29</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5.80</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.88</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3.07</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3.07</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2019</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28.98</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.73</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.37</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.36</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3.15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3.15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2018</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.95</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.65</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.65</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2017</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26.56</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.60</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.78</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4.10</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4.10</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2016</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">31.38</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.87</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3.45</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.42</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4.25</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.99</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5.24</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">^</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than $0.01 or 0.01%. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes adjustments required by U.S. GAAP and may differ from net asset values and performance reported elsewhere by the Funds.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(b)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Per share amounts based on average number of shares outstanding during the year. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(c)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The tax characterization of distributions is determined in accordance with Federal income tax regulations. See Note 2, Distributions
&#151; Common Shares, in the Notes to Financial Statements for more information. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(d)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total investment return is calculated assuming a purchase of a share at the market price on the first day and a sale of a share at the
market price on the last day of each year reported. Dividends and distributions, if any, are assumed, for purposes of this calculation, to be reinvested at prices obtained under the Funds&#146; dividend reinvestment plan. Total investment return
does not reflect brokerage commissions in connection with the purchase or sale of Fund shares. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(e)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Ratio includes interest expense primarily relates to participation in borrowing and financing transactions. See Note 5, Borrowings and
Other Financing Transactions, in the Notes to Financial Statements for more information. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(f)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">See Note 2, Distributions &#151; Common Shares, in the Notes to Financial Statements for more information regarding certain prior year
values. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>14</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

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<TD></TD>
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<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="10" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Common Share</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="26" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ratios/Supplemental Data</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;&nbsp;Ratios&nbsp;to&nbsp;Average&nbsp;Net&nbsp;Assets&nbsp;Applicable&nbsp;to&nbsp;Common&nbsp;
Shareholders&nbsp;&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Increase<BR>resulting&nbsp;
from<BR><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">at-the-market</FONT></FONT><BR>offering</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Offering Cost<BR>Charged&nbsp;to<BR>Paid&nbsp;in&nbsp;Capital</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Asset<BR>Value&nbsp;End&nbsp;of<BR>Year<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Price<BR>End&nbsp;of&nbsp;Year</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Investment<BR>Return<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(d)</SUP></B></FONT>
</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net
Assets<BR>Applicable<BR>to&nbsp;Common<BR>Shareholders<BR>End&nbsp;of&nbsp;Year<BR>(000s)</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expenses<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(e)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expenses<BR>Excluding<BR>Waivers<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(e)</SUP></B>
</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expenses<BR>Excluding<BR>Interest<BR>Expense</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expenses<BR>Excluding<BR>Interest<BR>Expense&nbsp;and<BR>Waivers</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Investment<BR>Income&nbsp;(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Portfolio<BR>Turnover Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="3"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.47</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.42</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(8.33</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">98,539</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.39</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.39</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.54</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.54</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.09</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.19</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">118,181</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.35</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.35</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.41</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.41</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.23</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.45</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.48</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">118,512</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.55</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.23</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">33.80</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">117,402</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.05</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.05</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.54</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.54</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.81</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.71</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.72</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.91</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">112,099</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.69</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.69</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.58</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.58</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.25</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="3"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.47</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.19</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(26.51</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">82,109</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.78</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.78</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.65</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.65</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.56</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">395</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.47</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(7.41</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">107,562</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.64</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.64</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.53</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.53</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.37</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">381</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.50</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14.98</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(8.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">113,204</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.36</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.36</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.48</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.48</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.84</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">63</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">18.40</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">119,538</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.88</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.88</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.09</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.76</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">19.53</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">31.38</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">103,627</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.75</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.75</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.82</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.82</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.56</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="3"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.34</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;21.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.56</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(7.88</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">401,790</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.73</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.73</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.62</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.62</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.85</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">24.83</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">27.11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.30</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">410,077</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.55</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.55</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">27.31</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">379,378</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.99</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.99</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.64</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.64</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.58</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25.17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26.85</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">30.30</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">378,706</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.72</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.72</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.57</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.59</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.87</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">338,292</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.63</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.63</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.73</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.73</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.99</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">16</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="3"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.37</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(27.94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">261,163</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.61</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.61</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.98</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.98</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">679</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.71</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.57</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">309,287</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.52</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">655</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.68</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.59</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">314,540</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.85</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.85</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.75</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.19</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">17.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">329,673</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.52</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.52</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.61</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">24.14</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">332,051</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.27</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.27</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">39</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="3"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.07</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">18.16</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">18.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(13.22</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,630,705</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.14</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.14</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.58</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.21</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,244,970</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.63</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.63</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.74</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.57</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15.03</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,257,195</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.10</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.10</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.30</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.91</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32.10</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,144,154</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.80</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.80</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.09</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.09</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.41</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">20.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">19.13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.69</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,804,003</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.03</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.03</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.63</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="3"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0.25</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.59</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;24.72</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(14.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;1,375,107</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.72</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.72</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.99</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.99</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.44</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">21</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.10</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28.29</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32.15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.03</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,603,368</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.70</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28.98</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">31.87</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15.54</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,575,523</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.07</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.07</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.01</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.01</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.08</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">30.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">27.07</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,372,674</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.08</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.08</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.14</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.14</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.58</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26.56</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">27.57</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13.75</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,222,499</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.60</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.60</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13.67</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>15</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_4"></A>Statements of Assets and Liabilities </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="61%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(Amounts in thousands<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>, except per share amounts)</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCM&nbsp;Fund,<BR>Inc.</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Global<BR>StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp;
<BR>Income<BR>Fund</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Income<BR>Opportunity<BR>Fund</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Strategic<BR>Income&nbsp;Fund,<BR>Inc.</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Assets:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Investments, at value</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities*</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">183,099</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">155,868</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">693,538</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">817,674</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Financial Derivative Instruments</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">48</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">964</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">103</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">274</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,449</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">424</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">95</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cash</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">24</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">845</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">55</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,536</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Deposits with counterparty</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,514</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,309</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8,001</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6,271</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency, at value</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">404</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,320</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,697</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Receivable for investments sold</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,427</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,848</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">34,432</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13,634</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Receivable for TBA investments sold</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,737</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">37,697</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,193</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">515,671</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest and/or dividends receivable</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,210</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,115</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6,574</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,512</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other assets</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">284</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total Assets</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">200,070</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">212,501</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">753,924</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,362,366</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liabilities:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Borrowings&nbsp;&amp; Other Financing Transactions</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payable for reverse repurchase agreements</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">79,038</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">42,895</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">300,519</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">177,403</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payable for short sales</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,411</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,051</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">526</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">526</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Financial Derivative Instruments</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">853</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">221</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">209</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">436</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,411</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,298</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">565</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payable for investments purchased</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,921</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,672</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">20,441</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,314</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payable for unfunded loan commitments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,232</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">865</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">513</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payable for TBA investments purchased</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15,629</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">76,432</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14,036</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">912,996</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Deposits from counterparty</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,980</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,036</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,213</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Distributions payable to common shareholders</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">930</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">758</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,595</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,241</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Accrued management fees</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">129</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">101</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">570</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">204</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other liabilities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">27</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">19</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total Liabilities</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">101,531</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">130,392</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">352,134</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;1,101,203</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Assets Applicable to Common Shareholders</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">98,539</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">82,109</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">401,790</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">261,163</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Assets Applicable to Common Shareholders Consist of:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Par value^</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Paid in capital in excess of par</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;111,212</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;132,780</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">448,110</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">344,362</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Distributable earnings (accumulated loss)</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(12,685</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(50,671</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(46,320</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(83,199</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Assets Applicable to Common Shareholders</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">98,539</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">82,109</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;401,790</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">261,163</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Common Shares Outstanding</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11,628</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,990</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">19,026</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">43,936</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Asset Value Per Common Share<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP></B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.47</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.47</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">21.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cost of investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">190,610</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">173,468</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">737,484</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">850,842</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cost of foreign currency held</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">393</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,294</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,630</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds received on short sales</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,406</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,049</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">525</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">525</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cost or premiums of financial derivative instruments, net</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">455</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(986</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5,579</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,492</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">* Includes repurchase agreements of:</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,547</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,459</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15,454</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,600</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">^</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">($0.001 per share), ($0.00001 per share), ($0.00001 per share), ($0.00001 per share) </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes adjustments required by U.S. GAAP and may differ from net asset values and performance reported elsewhere by the Funds.
</FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>16</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_5"></A>Consolidated Statements of Assets and Liabilities </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="81%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(Amounts in thousands<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>, except per share amounts)</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic<BR>Credit and<BR>Mortgage<BR>Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic<BR>Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Assets:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Investments, at value</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities*</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;4,853,330</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;2,352,124</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in Affiliates</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">301</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Financial Derivative Instruments</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">990</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,128</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,178</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,088</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cash</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,043</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32,554</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Deposits with counterparty</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">44,772</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">21,574</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency, at value</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,238</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,590</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Receivable for investments sold</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">130,798</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">93,625</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Receivable for TBA investments sold</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">49,224</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest and/or dividends receivable</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">35,421</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">18,377</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other assets</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">413</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">529</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total Assets</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,127,708</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,523,589</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liabilities:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Borrowings&nbsp;&amp; Other Financing Transactions</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payable for reverse repurchase agreements</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,134,868</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,039,779</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payable for short sales</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8,085</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Financial Derivative Instruments</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,527</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">914</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,463</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,040</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payable for investments purchased</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">178,885</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">47,911</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payable for unfunded loan commitments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8,769</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,899</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payable for TBA investments purchased</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">76,168</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Deposits from counterparty</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">51,472</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">31,238</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Distributions payable to common shareholders</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25,174</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13,404</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Accrued management fees</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,395</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other liabilities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">197</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total Liabilities</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,497,003</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,148,482</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Assets Applicable to Common Shareholders</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,630,705</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,375,107</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Assets Applicable to Common Shareholders Consist of:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Par value^</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Paid in capital in excess of par</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,425,148</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,544,891</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Distributable earnings (accumulated loss)</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(794,444</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(169,785</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Assets Applicable to Common Shareholders</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,630,705</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,375,107</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Common Shares Outstanding</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">144,875</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">60,860</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Asset Value Per Common Share<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP></B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">18.16</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.59</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cost of investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,237,544</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,463,321</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cost of investments in Affiliates</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,639</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cost of foreign currency held</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,191</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,544</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds received on short sales</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8,071</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cost or premiums of financial derivative instruments, net</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5,896</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(17,679</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">* Includes repurchase agreements of:</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">296,898</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">102,683</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">^</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">($0.00001 per share) </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes adjustments required by U.S. GAAP and may differ from net asset values and performance reported elsewhere by the Funds.
</FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>17</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_6"></A>Statements of Operations </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="62%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Year Ended June&nbsp;30, 2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(Amounts in thousands<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>)</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCM&nbsp;Fund,<BR>Inc.</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Global<BR>StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp;
<BR>Income<BR>Fund</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Income<BR>Opportunity<BR>Fund</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Strategic<BR>Income&nbsp;Fund,<BR>Inc.</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Investment Income:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest, net of foreign taxes*</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13,461</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14,404</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">50,541</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">39,035</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Dividends</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">241</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">319</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,042</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">530</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Income</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13,702</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14,723</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">51,583</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">39,565</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expenses:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Management fees</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,667</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,564</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6,558</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,723</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Trustee fees and related expenses</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">53</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">37</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest expense</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,034</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,087</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,564</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,634</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Miscellaneous expense</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">37</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Expenses</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,729</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,674</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11,212</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,416</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Investment Income (Loss)</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,973</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12,049</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">40,371</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32,149</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Realized Gain (Loss):</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,817</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,924</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,447</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">16,866</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,651</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4,783</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(14,621</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(29,043</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">168</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,892</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,681</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,699</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Short sales</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(22</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(501</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(695</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,392</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Realized Gain (Loss)</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4,310</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(10,100</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(15,082</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(9,892</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in Unrealized Appreciation (Depreciation):</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(17,445</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(17,795</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(72,258</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(46,647</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,207</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,888</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">17,516</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,948</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(224</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,492</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(916</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,313</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency assets and liabilities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(66</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">142</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">360</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in Unrealized Appreciation (Depreciation)</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(14,462</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(16,465</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(55,516</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(42,652</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Increase (Decrease) in Net Assets Resulting from Operations</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(8,799</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(14,516</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(30,227</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(20,395</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">* Foreign tax withholdings</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>18</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_7"></A>Consolidated Statements of Operations </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Year Ended June&nbsp;30, 2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(Amounts in thousands<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>)</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic<BR>Credit and<BR>Mortgage<BR>Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic<BR>Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Investment Income:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">413,128</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">221,438</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Dividends</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,214</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,028</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Income</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">420,342</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">224,466</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expenses:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Management fees</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">63,064</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">29,127</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Trustee fees and related expenses</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">405</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">197</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest expense</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">60,506</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25,554</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Miscellaneous expense</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">248</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">144</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Expenses</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">124,223</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">55,022</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Investment Income (Loss)</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">296,119</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;169,444</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Realized Gain (Loss):</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(142,097</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(12,634</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(114,186</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(64,664</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,737</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8,405</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Short sales</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(15,190</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3,522</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Realized Gain (Loss)</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(261,736</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(72,416</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in Unrealized Appreciation (Depreciation):</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(557,399</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(305,887</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in Affiliates</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(8,260</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">110,344</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">44,528</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,663</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(6,476</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency assets and liabilities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,548</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(280</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in Unrealized Appreciation (Depreciation)</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(455,430</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(268,115</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Increase (Decrease) in Net Assets Resulting from Operations</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(421,047</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(171,087</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>19</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_8"></A>Statements of Changes in Net Assets </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="67%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCM Fund, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>
&amp;</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Income Fund</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(Amounts in thousands<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>)</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2020</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2019</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2020</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2019</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Increase (Decrease) in Net Assets from:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Operations:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net investment income (loss)</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,973</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,998</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12,049</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12,052</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net realized gain (loss)</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4,310</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">924</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(10,100</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,142</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net change in unrealized appreciation (depreciation)</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(14,462</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,682</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(16,465</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,921</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Increase (Decrease) in Net Assets Resulting from Operations</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(8,799</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,604</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(14,516</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,989</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Distributions to Common Shareholders:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">From net investment income and/or net realized capital gains</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(11,065</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(11,126</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(9,331</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(12,972</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Tax basis return of capital</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(84</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,722</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,969</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total Distributions to Common Shareholders<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP></B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(11,149</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(11,126</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(12,053</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(14,941</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Common Share Transactions*:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net proceeds from
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">at-the-market</FONT></FONT> offering</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">At-the-market</FONT></FONT> offering costs</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Issued as reinvestment of distributions</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">306</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">191</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,116</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,310</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net increase (decrease) resulting from common share transactions</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">306</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">191</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,116</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,310</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total increase (decrease) in net assets applicable to common
shareholders</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(19,642</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(331</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(25,453</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5,642</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Assets Applicable to Common Shareholders:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Beginning of year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;118,181</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">118,512</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;107,562</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;113,204</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">End of year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">98,539</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;118,181</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">82,109</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">107,562</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>* Common Share Transactions:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Shares sold</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Shares issued as reinvestment of distributions</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">30</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">111</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">100</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net increase (decrease) in common shares outstanding</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">30</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">111</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">100</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The tax characterization of distributions is determined in accordance with Federal income tax regulations. See Note 2, Distributions
&#151; Common Shares, in the Notes to Financial Statements for more information. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>20</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="15%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="15%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="15%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;&nbsp;&nbsp;&nbsp;<BR>PIMCO</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Income Opportunity Fund</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Strategic Income Fund, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="3"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2020</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2019</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2020</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2019</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="3"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">40,371</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">31,333</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32,149</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26,023</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(15,082</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14,169</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(9,892</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(18,762</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(55,516</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(9,270</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(42,652</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">19,148</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(30,227</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">36,232</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(20,395</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26,409</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(43,598</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(41,656</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(21,580</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(26,420</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(10,058</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(9,531</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(43,598</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(41,656</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(31,638</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(35,951</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">62,012</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">33,003</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(49</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(21</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,575</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,141</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,909</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,289</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">65,538</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">36,123</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,909</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,289</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(8,287</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">30,699</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(48,124</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5,253</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">410,077</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">379,378</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">309,287</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">314,540</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;401,790</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;410,077</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;261,163</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;309,287</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,364</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,250</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">147</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">125</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">492</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">458</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,511</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,375</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">492</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">458</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>21</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_9"></A>Consolidated Statements of Changes in Net Assets </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="65%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Dynamic Credit and</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Mortgage Income Fund</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Dynamic Income Fund</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(Amounts in thousands<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>)</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2020</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2019</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2020</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2019</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Increase (Decrease) in Net Assets from:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Operations:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net investment income (loss)</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">296,119</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">258,622</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">169,444</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">153,563</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net realized gain (loss)</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(261,736</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">83,423</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(72,416</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">40,430</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net change in unrealized appreciation (depreciation)</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(455,430</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(44,936</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(268,115</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(62,612</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Increase (Decrease) in Net Assets Resulting from Operations</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(421,047</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">297,109</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(171,087</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">131,381</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Distributions to Common Shareholders:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">From net investment income and/or net realized capital gains</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(334,731</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(318,577</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(177,934</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(176,938</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Tax basis return of capital</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(20,510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total Distributions to Common Shareholders<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP></B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(355,241</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(318,577</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(177,934</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(176,938</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Common Share Transactions*:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net proceeds from
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">at-the-market</FONT></FONT> offering</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">128,637</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">98,000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">54,997</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">At-the-market</FONT></FONT> offering costs</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">64</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">59</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(39</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Issued as reinvestment of distributions</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">33,322</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,243</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22,701</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">18,444</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net increase (decrease) resulting from common share transactions</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">162,023</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,243</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">120,760</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">73,402</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total increase (decrease) in net assets applicable to common
shareholders</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(614,265</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(12,225</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(228,261</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">27,845</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Assets Applicable to Common Shareholders:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Beginning of year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,244,970</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,257,195</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,603,368</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,575,523</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">End of year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;2,630,705</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;3,244,970</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;1,375,107</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;1,603,368</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>* Common Share Transactions:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Shares sold</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,769</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,383</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,702</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Shares issued as reinvestment of distributions</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,487</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">398</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">801</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">613</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net increase (decrease) in common shares outstanding</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,256</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">398</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,184</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,315</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The tax characterization of distributions is determined in accordance with Federal income tax regulations. See Note 2, Distributions
&#151; Common Shares, in the Notes to Financial Statements for more information. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>22</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_10"></A>Statements of Cash Flows </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Year Ended June&nbsp;30, 2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(Amounts in thousands<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>)</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCM Fund, Inc.</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO&nbsp;Global<BR>StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp;<BR>Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO&nbsp;Income<BR>Opportunity&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO&nbsp;Strategic<BR>Income&nbsp;Fund,&nbsp;Inc.</B></FONT></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cash Flows Provided by (Used for) Operating Activities:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="12"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD></TR>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net increase (decrease) in net assets resulting from operations</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> (8,799</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> (14,516</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> (30,227</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> (20,395</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="12"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Adjustments to Reconcile Net Increase (Decrease) in Net Assets from Operations to Net Cash Provided by (Used for) Operating
Activities:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Purchases of long-term securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(61,851</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(627,292</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(330,375</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(6,119,051</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from sales of long-term securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">43,768</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">643,414</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">172,569</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6,292,083</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Purchases) Proceeds from sales of short-term portfolio investments, net</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,941</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,760</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,459</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">217</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Increase) decrease in deposits with counterparty</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(317</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,650</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,017</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,318</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Increase) decrease in receivable for investments sold</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(14,149</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">21,800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(41,458</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(39,472</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Increase) decrease in interest and/or dividends receivable</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(175</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">834</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">87</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,137</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from (Payments on) exchange-traded or centrally cleared financial derivative
instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">529</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,118</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,964</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(23,698</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from (Payments on) over the counter financial derivative
instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,989</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">947</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,704</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Increase) decrease in other assets</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(112</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in payable for investments purchased</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15,607</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(27,090</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23,444</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(81,841</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in payable for unfunded loan commitments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(313</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">865</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">513</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in deposits from counterparty</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">735</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(895</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,616</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,850</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in accrued management fees</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(33</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">83</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(21</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from (Payments on) short sales transactions, net</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,396</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,049</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">525</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">503</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from (Payments on) foreign currency transactions</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(493</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(381</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,092</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in other liabilities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Net Realized (Gain) Loss</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,817</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,924</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,447</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(16,866</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,651</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,783</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14,621</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">29,043</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(168</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,892</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,681</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3,699</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Short sales</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">501</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">695</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,392</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Net Change in Unrealized (Appreciation) Depreciation</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">17,445</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">17,795</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">72,258</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">46,647</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3,207</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,888</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(17,516</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4,948</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">224</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,492</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">916</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,313</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency assets and liabilities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">66</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(142</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(360</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net amortization (accretion) on investments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(592</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(588</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5,324</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,673</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="12"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Cash Provided by (Used for) Operating Activities</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,546</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">21,060</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(124,735</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">74,269</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="12"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cash Flows Received from (Used for) Financing Activities:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net proceeds from
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">at-the-market</FONT></FONT> offering</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">62,106</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">at-the-market</FONT></FONT> offering cost</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(49</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in overdraft due to custodian</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(513</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cash distributions paid to common shareholders*</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(10,841</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(11,201</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(39,552</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(28,147</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from reverse repurchase agreements</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">468,919</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">322,887</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,532,086</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,938,496</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payments on reverse repurchase agreements</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(461,601</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(331,467</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(1,430,741</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(1,981,993</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="12"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Cash Received from (Used for) Financing Activities</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3,523</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(20,294</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">123,850</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(71,644</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="12"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Increase (Decrease) in Cash and Foreign Currency</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">766</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(885</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,625</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="12"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cash and Foreign Currency:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Beginning of year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">483</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,260</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,608</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">End of year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 24</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 1,249</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 1,375</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 5,233</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="12"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*Reinvestment of distributions</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 306</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 1,116</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 3,575</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 3,909</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="12"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD>
<TD HEIGHT="12" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Supplemental Disclosure of Cash Flow Information:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest expense paid during the year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 2,325</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 1,251</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 4,986</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 5,428</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Non Cash Payment in Kind</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 165</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 190</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 157</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 61</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A Statement of Cash Flows is presented when a Fund has a significant amount of borrowing during the year, based on the average total
borrowing outstanding in relation to total assets or when substantially all of a Fund&#146;s investments are not classified as Level&nbsp;1 or 2 in the fair value hierarchy. </FONT></P>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>23</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_11"></A>Consolidated Statements of Cash Flows </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="81%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Year Ended June&nbsp;30, 2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(Amounts in thousands<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>)</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic<BR>Credit and<BR>Mortgage<BR>Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic<BR>Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cash Flows Provided by (Used for) Operating Activities:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net increase (decrease) in net assets resulting from operations</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> (421,047</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> (171,087</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Adjustments to Reconcile Net Increase (Decrease) in Net Assets from Operations to Net Cash Provided by (Used for) Operating
Activities:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Purchases of long-term securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,387,147</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(651,501</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from sales of long-term securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,028,268</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">747,866</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Purchases) Proceeds from sales of short-term portfolio investments, net</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(205,956</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(60,623</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Increase) decrease in deposits with counterparty</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">20,950</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,050</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Increase) decrease in receivable for investments sold</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(167,836</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(91,024</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Increase) decrease in interest and/or dividends receivable</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">19,201</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6,230</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from (Payments on) exchange-traded or centrally cleared financial derivative
instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3,514</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(19,676</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from (Payments on) over the counter financial derivative
instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,896</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,585</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Increase) decrease in other assets</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(404</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(324</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in payable for investments purchased</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">178,879</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in payable for unfunded loan commitments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8,769</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,899</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in deposits from counterparty</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">41,151</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25,661</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in accrued management fees</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(861</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(144</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from (Payments on) short sales transactions, net</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8,071</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from (Payments on) foreign currency transactions</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(11,983</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,686</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in other liabilities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Net Realized (Gain) Loss</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">142,097</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12,634</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">114,186</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">64,664</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(9,737</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(8,405</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Short sales</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15,190</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,522</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Net Change in Unrealized (Appreciation) Depreciation</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">557,399</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">305,887</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in Affiliates</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8,260</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(110,344</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(44,528</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,663</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6,476</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency assets and liabilities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,548</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">280</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net amortization (accretion) on investments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(53,154</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(25,583</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Cash Provided by (Used for) Operating Activities</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">778,432</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">110,068</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cash Flows Received from (Used for) Financing Activities:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net proceeds from
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">at-the-market</FONT></FONT> offering</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">128,637</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">98,000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">at-the-market</FONT></FONT> offering cost</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">64</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">59</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in overdraft due to custodian</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(130</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cash distributions paid to common shareholders*</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(319,323</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(154,326</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from reverse repurchase agreements</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15,721,188</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,967,378</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payments on reverse repurchase agreements</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(16,301,581</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(5,989,402</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Cash Received from (Used for) Financing Activities</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(771,015</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(78,421</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Increase (Decrease) in Cash and Foreign Currency</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,417</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">31,647</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cash and Foreign Currency:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Beginning of year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,864</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,497</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">End of year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 11,281</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 35,144</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*Reinvestment of distributions</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 33,322</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 22,701</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Supplemental Disclosure of Cash Flow Information:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest expense paid during the year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 68,674</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 27,917</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Non Cash Payment in Kind</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 5,022</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 366</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A Statement of Cash Flows is presented when a Fund has a significant amount of borrowing during the year, based on the average total
borrowing outstanding in relation to total assets or when substantially all of a Fund&#146;s investments are not classified as Level&nbsp;1 or 2 in the fair value hierarchy. </FONT></P>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>24</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_28"></A>Schedule of Investments <FONT
STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO PCM Fund, Inc.</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT
STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(Amounts in thousands*, except number of shares, contracts and units, if any) </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="67%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INVESTMENTS IN SECURITIES 185.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>LOAN PARTICIPATIONS AND ASSIGNMENTS 12.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ancestry.com Operations, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% (LIBOR03M &#043; 4.250%) due&nbsp;08/27/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.260% (LIBOR03M &#043; 3.500%) due&nbsp;08/21/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% (LIBOR03M &#043; 3.750%) due&nbsp;09/02/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Elanco Animal Health, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due&nbsp;02/04/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Emerald TopCo, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.260% (LIBOR03M &#043; 3.500%) due&nbsp;07/24/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Encina Private Credit LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.514% (LIBOR03M &#043; 3.514%) due&nbsp;11/30/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.928% (LIBOR03M &#043; 3.750%) due&nbsp;10/10/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EyeCare Partners LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due&nbsp;02/18/2027 &micro;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.058% (LIBOR03M &#043; 3.750%) due&nbsp;02/05/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services LLC (5.000% Cash and 11.000%&nbsp;PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16.000% (LIBOR03M &#043; 5.000%) due&nbsp;04/13/2021 &laquo;~(c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Froneri International PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.428% (LIBOR03M &#043; 2.250%) due&nbsp;01/29/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.350% - 6.000% (LIBOR03M &#043; 3.750%) due&nbsp;06/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ingersoll Rand Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.928% (LIBOR03M &#043; 1.750%) due&nbsp;03/01/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Innophos, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.928% (LIBOR03M &#043; 3.750%) due&nbsp;02/04/2027 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IRB Holding Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% (LIBOR03M &#043; 2.750%) due&nbsp;02/05/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Jefferies Finance LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.188% (LIBOR03M &#043; 3.000%) due&nbsp;06/03/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-top:0px;margin-bottom:1px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>McDermott Technology Americas, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.178% (LIBOR03M &#043; 3.000%) due&nbsp;6/30/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.178% (LIBOR03M &#043; 4.000%) due&nbsp;06/30/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MH Sub LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.572% (LIBOR03M &#043; 3.750%) due&nbsp;09/13/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nascar Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.930% (LIBOR03M &#043; 2.750%) due&nbsp;10/19/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NCI Building Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.941% (LIBOR03M &#043; 3.750%) due&nbsp;04/12/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Neiman Marcus Group Ltd. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due&nbsp;05/08/2025 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% - 2.000% due&nbsp;10/25/2023 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14.000% (LIBOR03M &#043; 12.750%) due&nbsp;10/07/2020 &laquo;~&micro;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due&nbsp;02/22/2049 ^&laquo;(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Parexel International Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.928% (LIBOR03M &#043; 2.750%) due&nbsp;09/27/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PetSmart, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% (LIBOR03M &#043; 4.000%) due&nbsp;03/11/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="64%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PUG LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.678% (LIBOR03M &#043; 3.500%) due&nbsp;02/12/2027 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Refinitiv U.S. Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.428% (LIBOR03M &#043; 3.250%) due&nbsp;10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Mezzanine Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% (LIBOR03M &#043; 9.000%) due&nbsp;04/28/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sotera Health Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% (LIBOR03M &#043; 4.500%) due&nbsp;12/11/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Starfruit Finco BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.188% (LIBOR03M &#043; 3.000%) due&nbsp;10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Syniverse Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.873% (LIBOR03M &#043; 5.000%) due&nbsp;03/09/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.178% (LIBOR03M &#043; 5.000%) due&nbsp;06/26/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.928% - 3.750% (LIBOR03M &#043; 2.750%) due&nbsp;03/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% (LIBOR03M &#043; 8.250%) due&nbsp;03/15/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC (15.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15.000% due&nbsp;03/15/2029 &laquo;(c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Windstream Services LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% (PRIME &#043; 4.250%) due&nbsp;02/17/2024 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% (PRIME &#043; 5.000%) due&nbsp;03/29/2021&nbsp;&laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="10" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Loan Participations and Assignments (Cost $15,943)</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;12,132</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CORPORATE BONDS&nbsp;&amp; NOTES 30.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 9.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBL&nbsp;&amp; Associates LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due&nbsp;10/15/2024 ^(d)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due&nbsp;12/15/2026 ^(d)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">471</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CIT Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due&nbsp;08/15/2022 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Equitable Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due&nbsp;04/20/2048</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ESH Hospitality, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due&nbsp;10/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ford Motor Credit Co. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.527% (US0003M &#043; 3.140%) due&nbsp;01/07/2022 ~(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fortress Transportation&nbsp;&amp; Infrastructure Investors LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;10/01/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due&nbsp;03/15/2022 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hunt Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;02/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kennedy-Wilson, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due&nbsp;04/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ladder Capital Finance Holdings LLLP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due&nbsp;02/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Navient Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due&nbsp;01/25/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due&nbsp;03/25/2024 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;06/15/2022 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due&nbsp;01/25/2022 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due&nbsp;09/25/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Newmark Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due&nbsp;11/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oppenheimer Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due&nbsp;07/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Piper Jaffray Cos.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.740% due&nbsp;10/15/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.200% due&nbsp;10/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="67%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sabra Health Care LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.800% due&nbsp;06/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Springleaf Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due&nbsp;03/15/2023 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">782</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due&nbsp;03/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due&nbsp;03/15/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Toll Road Investors Partnership LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;02/15/2045 (f)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniti Group LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due&nbsp;02/15/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Voyager Aviation Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due&nbsp;08/15/2021 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;8,843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 14.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Albertsons Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due&nbsp;02/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due&nbsp;01/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due&nbsp;02/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Arconic Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due&nbsp;02/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Associated Materials LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due&nbsp;01/01/2024 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Boeing Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.508% due&nbsp;05/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due&nbsp;05/01/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.040% due&nbsp;05/01/2027 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.150% due&nbsp;05/01/2030 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.705% due&nbsp;05/01/2040 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.805% due&nbsp;05/01/2050 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.930% due&nbsp;05/01/2060 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CCO Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due&nbsp;08/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due&nbsp;03/01/2030 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Charter Communications Operating LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.800% due&nbsp;03/01/2050 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citrix Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due&nbsp;03/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Worldwide Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due&nbsp;02/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Community Health Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;03/31/2023 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due&nbsp;02/15/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;03/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due&nbsp;01/15/2024 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Corning, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.450% due&nbsp;11/15/2079</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CVS Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.880% due&nbsp;01/10/2028 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DAE Funding LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due&nbsp;08/01/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due&nbsp;08/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due&nbsp;08/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due&nbsp;11/15/2021 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;11/15/2023 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Delta Air Lines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due&nbsp;01/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due&nbsp;09/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.750% due&nbsp;09/01/2024 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DriveTime Automotive Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;06/01/2021 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eldorado Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;09/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Energy Transfer Operating LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.900% due&nbsp;05/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due&nbsp;05/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due&nbsp;05/15/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due&nbsp;10/15/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Exela Intermediate LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% due&nbsp;07/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fresh Market, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due&nbsp;05/01/2023 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>25</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO PCM Fund,
Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="67%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Full House Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.575% due&nbsp;01/31/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.738% due&nbsp;02/02/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due&nbsp;01/14/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.150% due&nbsp;08/07/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due&nbsp;01/10/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Griffon Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HCA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due&nbsp;09/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartCommunications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due&nbsp;05/01/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due&nbsp;05/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Innophos Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.375% due&nbsp;02/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kraft Heinz Foods Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.950% due&nbsp;07/15/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kronos Acquisition Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due&nbsp;08/15/2023 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LifePoint Health, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due&nbsp;02/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mattel, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due&nbsp;12/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Micron Technology, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.327% due&nbsp;02/06/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NCL Corp. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due&nbsp;12/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Netflix, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due&nbsp;11/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Noble Holding International Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due&nbsp;02/01/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due&nbsp;02/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due&nbsp;06/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Par Pharmaceutical, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;04/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Picasso Finance Sub, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due&nbsp;06/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Prime Security Services Borrower LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Radiology Partners, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due&nbsp;02/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Staples, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;04/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TEGNA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due&nbsp;03/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Topaz Solar Farms LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due&nbsp;09/30/2039 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;09/30/2039 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;2,607</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TransDigm, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;11/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Guardian Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due&nbsp;01/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Pontus Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due&nbsp;08/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due&nbsp;11/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Trident TPI Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due&nbsp;08/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Triumph Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due&nbsp;06/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;09/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.625% due&nbsp;07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UAL Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.636% due&nbsp;01/02/2024 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due&nbsp;02/15/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">414</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ViaSat, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due&nbsp;09/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due&nbsp;04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="63%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Western Midstream Operating LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.161% (US0003M &#043; 0.850%) due&nbsp;01/13/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due&nbsp;02/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wyndham Destinations, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due&nbsp;03/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due&nbsp;03/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;04/01/2027 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zayo Group Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due&nbsp;03/01/2027 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due&nbsp;03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 6.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CenturyLink, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due&nbsp;02/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Edison International</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;06/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;04/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due&nbsp;03/15/2027 ^(d)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.400% due&nbsp;08/15/2024 ^(d)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due&nbsp;10/01/2020 ^(d)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due&nbsp;06/15/2025 ^(d)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due&nbsp;08/15/2042 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850% due&nbsp;11/15/2023 ^(d)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due&nbsp;12/01/2046 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due&nbsp;05/15/2021 ^(d)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.300% due&nbsp;03/15/2045 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due&nbsp;12/15/2041 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due&nbsp;06/15/2043 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due&nbsp;02/15/2044 ^(d)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due&nbsp;11/15/2043 ^(d)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due&nbsp;01/15/2040 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.800% due&nbsp;03/01/2037 ^(d)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.050% due&nbsp;03/01/2034 ^(d)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;03/01/2039 ^(d)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due&nbsp;02/15/2038 ^(d)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas and Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% due&nbsp;08/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Southern California Edison Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due&nbsp;03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due&nbsp;02/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.125% due&nbsp;03/01/2048</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% due&nbsp;10/01/2043</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due&nbsp;03/01/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;01/15/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.650% due&nbsp;04/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sprint Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.125% due&nbsp;06/15/2024 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due&nbsp;09/15/2021 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due&nbsp;02/15/2025 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">455</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due&nbsp;03/01/2026 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due&nbsp;09/15/2023 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Talen Energy Supply LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due&nbsp;01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Poseidon Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due&nbsp;02/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Corporate Bonds&nbsp;&amp; Notes (Cost $30,384)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;29,492</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONVERTIBLE BONDS&nbsp;&amp; NOTES 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due&nbsp;10/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Convertible Bonds&nbsp;&amp; Notes (Cost $51)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>46</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="62%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MUNICIPAL BONDS&nbsp;&amp; NOTES 0.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WEST VIRGINIA 0.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series
2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.467% due&nbsp;06/01/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Municipal Bonds&nbsp;&amp; Notes (Cost $671)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>716</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. GOVERNMENT AGENCIES 15.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fannie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.835% due&nbsp;02/25/2040 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due&nbsp;06/25/2050 (a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.935% due&nbsp;07/25/2029 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;02/25/2046 (b)(f)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100% due&nbsp;02/25/2046 (a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.639% due&nbsp;01/25/2021 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.700% due&nbsp;11/25/2055 ~(a)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.010% due&nbsp;10/25/2020 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,633</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.079% due&nbsp;11/25/2045 ~(a)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.615% due&nbsp;06/25/2041 ~(a)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due&nbsp;07/25/2050 (a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.335% due&nbsp;10/25/2029 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.960% due&nbsp;05/25/2050 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.735% due&nbsp;12/25/2027 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniform Mortgage-Backed Security, TBA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000% due&nbsp;09/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500% due&nbsp;07/01/2050 - 08/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total U.S. Government Agencies (Cost&nbsp;$15,019)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;15,011</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">NON-AGENCY</FONT> MORTGAGE-BACKED SECURITIES 43.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Adjustable Rate Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.820% due&nbsp;01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.934% due&nbsp;04/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.117% due&nbsp;12/20/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.563% due&nbsp;03/20/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.806% due&nbsp;03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due&nbsp;10/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.383% due&nbsp;06/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.188% due&nbsp;06/20/2031 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bancorp Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.935% due&nbsp;08/15/2032 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BCAP LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.571% due&nbsp;07/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns <FONT STYLE="white-space:nowrap">ALT-A</FONT> Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.355% due&nbsp;04/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.494% due&nbsp;05/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.497% due&nbsp;08/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.552% due&nbsp;05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.697% due&nbsp;08/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.717% due&nbsp;11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">414</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due&nbsp;09/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.767% due&nbsp;01/25/2047 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.879% due&nbsp;07/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.657% due&nbsp;10/12/2041 ~(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">813</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.972% due&nbsp;04/12/2038 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BRAD Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.146% due&nbsp;03/12/2021 &laquo;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.550% due&nbsp;03/12/2021 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBA Commercial Small Balance Commercial Mortgage</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.040% due&nbsp;01/25/2039 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.398% due&nbsp;12/11/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.688% due&nbsp;10/15/2048</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chase Mortgage Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;03/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>26</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="65%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.794% due&nbsp;12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.763% due&nbsp;11/25/2035 ~(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.105% due&nbsp;11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.394% due&nbsp;08/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;11/25/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.507% due&nbsp;10/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust, Inc. Mortgage <FONT STYLE="white-space:nowrap">Pass-Through</FONT>
Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.889% due&nbsp;09/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CitiMortgage Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;04/25/2022 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Lease-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;06/20/2031 ~(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.252% due&nbsp;12/10/2049 ~(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.050% due&nbsp;07/10/2046 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.465% due&nbsp;02/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.475% due&nbsp;02/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.735% due&nbsp;10/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.504% due&nbsp;12/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;03/25/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;04/25/2036 ^(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Home Loan Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.825% due&nbsp;03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.055% due&nbsp;03/25/2046 ^&#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.664% due&nbsp;09/20/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.711% due&nbsp;02/20/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.772% due&nbsp;09/25/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;05/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.457% due&nbsp;02/15/2040 ~(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">568</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.869% due&nbsp;09/15/2040 ~(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse First Boston Mortgage Securities Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due&nbsp;02/25/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.987% due&nbsp;11/30/2037 ~(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.896% due&nbsp;04/25/2036 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;07/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">871</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;05/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Horizon Alternative Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.422% due&nbsp;08/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Commercial Mortgage Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.606% due&nbsp;12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GS Mortgage Securities Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.744% due&nbsp;10/10/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GS Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.226% due&nbsp;08/10/2043 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.351% due&nbsp;05/10/2045 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,455</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.622% due&nbsp;11/10/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSR Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.747% due&nbsp;03/25/2047 ^~(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HarborView Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.694% due&nbsp;01/19/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IndyMac Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.985% due&nbsp;11/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.282% due&nbsp;05/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.827% due&nbsp;06/25/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;03/25/2036 ^(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Chase Commercial Mortgage Securities&nbsp;Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.027% due&nbsp;03/12/2039 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Chase Commercial Mortgage Securities&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.608% due&nbsp;02/15/2046 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57,062</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.411% due&nbsp;05/15/2047 (k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.039% due&nbsp;01/12/2038 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.374% due&nbsp;02/12/2051 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.995% due&nbsp;07/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="62%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">LB-UBS</FONT> Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.407% due&nbsp;11/15/2038 ^(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.562% due&nbsp;02/15/2040 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due&nbsp;08/25/2021 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.960% due&nbsp;04/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;05/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Adjustable Rate Mortgages Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.764% due&nbsp;11/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Asset Securitization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;06/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Merrill Lynch Mortgage Investors Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.605% due&nbsp;07/25/2030 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.845% due&nbsp;11/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.320% due&nbsp;11/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.499% due&nbsp;11/12/2049 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.399% due&nbsp;12/15/2043</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.767% due&nbsp;01/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;08/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.004% due&nbsp;03/26/2037 ~(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mortgage Equity Conversion Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due&nbsp;07/25/2060</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Motel 6 Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.111% due&nbsp;08/15/2024 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Regal Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.489% due&nbsp;09/29/2031 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Accredit Loans, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.621% due&nbsp;01/25/2036 ^~(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;08/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;06/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;09/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Securitization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;03/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Funding Mortgage Securities, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;06/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Adjustable Rate Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.675% due&nbsp;01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.685% due&nbsp;04/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.327% due&nbsp;09/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Mortgage Investments Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.395% due&nbsp;08/25/2036 ^&#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TBW Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;07/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wachovia Bank Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.145% due&nbsp;10/15/2041 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.720% due&nbsp;10/15/2048 ~(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WaMu Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.675% due&nbsp;06/25/2044 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.240% due&nbsp;11/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">427</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.515% due&nbsp;12/25/2036 ^~(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Washington Mutual Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;08/25/2036 ^(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells Fargo Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;07/25/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells <FONT STYLE="white-space:nowrap">Fargo-RBS</FONT> Commercial Mortgage
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.981% due&nbsp;02/15/2044 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities (Cost
$42,989)</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;42,400</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ASSET-BACKED SECURITIES 75.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Asset-Backed Securities Corp. Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.280% due&nbsp;02/25/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.910% due&nbsp;12/25/2034 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.440% due&nbsp;06/21/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bayview Financial Acquisition Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.464% due&nbsp;12/28/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.565% due&nbsp;04/25/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.124% due&nbsp;07/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;12/25/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="67%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bombardier Capital Mortgage Securitization Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.830% due&nbsp;06/15/2030 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Centex Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.935% due&nbsp;01/25/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.345% due&nbsp;12/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">971</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.405% due&nbsp;12/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.635% due&nbsp;11/25/2045 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.885% due&nbsp;11/25/2046 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.445% due&nbsp;03/25/2037 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Conseco Finance Securitizations Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.960% due&nbsp;05/01/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.163% due&nbsp;03/01/2033 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.315% due&nbsp;12/25/2036 ^&#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,039</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.325% due&nbsp;06/25/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.325% due&nbsp;06/25/2047 ^&#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335% due&nbsp;04/25/2047 ^&#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.385% due&nbsp;06/25/2037 ^&#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.425% due&nbsp;05/25/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.835% due&nbsp;06/25/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.455% due&nbsp;09/25/2046 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,062</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.060% due&nbsp;10/25/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Crecera Americas LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.563% due&nbsp;08/31/2020 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,711</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EMC Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.235% due&nbsp;05/25/2040 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.485% due&nbsp;02/25/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fremont Home Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.365% due&nbsp;04/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Capital Mortgage Services, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.705% due&nbsp;04/25/2029 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSAMP Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.935% due&nbsp;12/25/2034 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.985% due&nbsp;06/25/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Harley Marine Financing LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.869% due&nbsp;05/15/2043 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Helios Issuer LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.980% due&nbsp;06/20/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Home Equity Mortgage Loan Asset-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.425% due&nbsp;04/25/2037 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSI Asset Securitization Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.295% due&nbsp;04/25/2037 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Marlette Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;07/16/2029 &laquo;(f)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;03/15/2030 &laquo;(f)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.295% due&nbsp;08/25/2036 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley ABS Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.965% due&nbsp;12/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250% due&nbsp;05/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>National Collegiate Commutation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;03/25/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>People&#146;s Financial Realty Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.315% due&nbsp;09/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Renaissance Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.238% due&nbsp;09/25/2037 ^&thorn;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Securities Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.875% due&nbsp;08/25/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;3,978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securitized Asset-Backed Receivables LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.615% due&nbsp;01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.635% due&nbsp;10/25/2035 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SoFi Consumer Loan Program LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;11/25/2026 &laquo;(f)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SoFi Professional Loan Program LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;03/25/2036 <B>&laquo;</B>(f)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;01/25/2039 (f)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;05/25/2040 (f)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;09/25/2040 (f)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Investment Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.910% due&nbsp;10/25/2034 &#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,906</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.685% due&nbsp;10/25/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>27</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO PCM Fund,
Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="64%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UCFC Manufactured Housing Contract</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.900% due&nbsp;01/15/2028 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UPS Capital Business Credit</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.664% due&nbsp;04/15/2026 ^&laquo;&#149;(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Asset-Backed Securities (Cost $74,097)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;74,447</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMON STOCKS 2.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc. (e)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. &laquo;(e)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. &#145;A&#146; (e)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONSUMER DISCRETIONARY 0.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp. (e)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ENERGY 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services Ltd. (e)(i)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mcdermott International Ltd.&nbsp;&laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC&nbsp;&laquo;(e)(i)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="68%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE 0.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniti Group, Inc. &laquo;&#134;(i)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46,851</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TexGen Power LLC &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Common Stocks (Cost $4,826)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>2,140</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WARRANTS 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. - Exp. 05/01/2039</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Corp. - Exp. 04/28/2024 &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">118,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Warrants (Cost $876)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>331</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PREFERRED SECURITIES 2.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 2.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due&nbsp;01/21/2021 &#149;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Corp. (12.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.000% <B>&laquo;</B>(c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Preferred Securities (Cost $2,173)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;2,221</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="64%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE INVESTMENT TRUSTS 2.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE 2.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VICI Properties, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104,988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Real Estate Investment Trusts<BR>(Cost&nbsp;$1,538)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>2,120</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT-TERM INSTRUMENTS 2.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REPURCHASE AGREEMENTS (j) 1.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. TREASURY BILLS 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.104% due&nbsp;07/23/2020 (f)(g)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Short-Term Instruments<BR>(Cost $2,043)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>2,043</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments in Securities (Cost&nbsp;$190,610)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>183,099</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4" COLSPAN="9"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments 185.8%<BR>(Cost $190,610)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;183,099</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative<BR>Instruments (l)(m) (0.4)%</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(Cost or Premiums, net $455)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(413</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Other Assets and Liabilities, net (85.4)%</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(84,147</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Assets 100.0%</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>98,539</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="6" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>NOTES TO SCHEDULE OF&nbsp;INVESTMENTS: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>*</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>A zero balance may reflect actual amounts rounding to less than one&nbsp;thousand. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>^</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is in&nbsp;default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&laquo;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security valued using significant unobservable inputs (Level&nbsp;3). </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&micro;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be
determined at the time of funding. See Note 4, Securities and Other Investments, in the Notes to Financial Statements for more information regarding unfunded loan&nbsp;commitments. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>~</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are
not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a
reference rate and/or spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&#149;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and
may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&thorn;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in
effect as of period&nbsp;end. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&#134;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forward Commitment Transaction. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(a)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is an Interest Only (&#147;IO&#148;) or IO&nbsp;Strip. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(b)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal only&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(c)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payment <FONT STYLE="white-space:nowrap">in-kind&nbsp;security.</FONT> </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(d)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is not accruing income as of the date of this&nbsp;report. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(e)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security did not produce income within the last twelve&nbsp;months. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(f)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zero coupon&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(g)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents a yield to&nbsp;maturity. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(h)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Perpetual maturity; date shown, if applicable, represents next contractual call&nbsp;date. </B></FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(i)&nbsp;&nbsp;RESTRICTED&nbsp;SECURITIES: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="51%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Issuer&nbsp;Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of&nbsp;Net&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forbes Energy Services&nbsp;Ltd.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Uniti Group, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Westmoreland Mining Holdings&nbsp;LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/08/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.07</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="10" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="10" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>28</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER FINANCING&nbsp;TRANSACTIONS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(j)&nbsp;&nbsp;REPURCHASE&nbsp;AGREEMENTS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="52%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Lending<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateralized&nbsp;By</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">547</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 2.125% due&nbsp;05/15/2022</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SAL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.130</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Bills 0.000% due&nbsp;08/13/2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,579</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,547</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,547</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REVERSE
REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="31%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BNY</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,706</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,692</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CEW</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CSG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GSC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MZF</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(607</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(607</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SAL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,087</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TDM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>29</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO PCM Fund,
Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="34%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT>
</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.927</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,015</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="4"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(79,038</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT SALES: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="53%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Coupon</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Proceeds</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable for<BR>Short&nbsp;Sales</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government Agencies&nbsp;(2.0)%</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Uniform Mortgage-Backed Security,&nbsp;TBA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Uniform Mortgage-Backed Security,&nbsp;TBA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/01/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Short Sales&nbsp;(2.0)%</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,406</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,411</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER
FINANCING TRANSACTIONS&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of Borrowings and Other Financing Transactions and collateral pledged/(received) as of June&nbsp;30,&nbsp;2020: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="42%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Borrowings and<BR>Other&nbsp;Financing<BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;
Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Global/Master Repurchase&nbsp;Agreement</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BNY</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,677</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(10,677</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,528</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CEW</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CSG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(559</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GSC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MZF</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,656</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SAL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TDM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;21,723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Borrowings and Other Financing&nbsp;Transactions</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,547</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(79,038</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CERTAIN TRANSFERS ACCOUNTED
FOR AS SECURED&nbsp;BORROWINGS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Remaining Contractual Maturity
of the&nbsp;Agreements </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="53%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Overnight&nbsp;and<BR>Continuous</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Up&nbsp;to&nbsp;30&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">31-90&nbsp;days</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Greater&nbsp;Than&nbsp;90&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,861</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(39,817</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total&nbsp;Borrowings</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,269</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(29,291</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(37,713</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(8,516</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(76,789</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payable for reverse repurchase agreements<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"></SUP>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(76,789</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(k)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $109,074 have been pledged as collateral under the terms of the above master
agreements as of June&nbsp;30,&nbsp;2020. </B></FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>30</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes accrued&nbsp;interest. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The average amount of borrowings outstanding during the period ended June&nbsp;30, 2020 was $(74,240) at a weighted average interest rate
of 2.687%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the&nbsp;period. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Open maturity reverse repurchase&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from
borrowings and other financing transactions can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for
more&nbsp;information. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Unsettled reverse repurchase agreements liability of $(2,249) is outstanding at period&nbsp;end. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(l)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS:
EXCHANGE-TRADED OR CENTRALLY&nbsp;CLEARED </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FUTURES&nbsp;CONTRACTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT FUTURES&nbsp;CONTRACTS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TD WIDTH="62%"></TD>

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<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Description</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expiration<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>#&nbsp;of<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury <FONT STYLE="white-space:nowrap">30-Year</FONT> Bond September&nbsp;Futures<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Futures&nbsp;Contracts</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON
CORPORATE ISSUES - SELL&nbsp;PROTECTION<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="38%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Reference&nbsp;Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>June&nbsp;30,&nbsp;2020<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sprint Communications,&nbsp;Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2021</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INTEREST RATE&nbsp;SWAPS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="16%"></TD>

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<TD WIDTH="16%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

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<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Pay/Receive <BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Floating&nbsp;Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/19/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;15,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/21/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,096</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/21/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/16/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/19/2038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">01/15/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">01/16/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">01/22/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/03/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="6" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="18"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,379</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,570</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,949</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;48</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(25</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the market value and variation margin of Exchange-Traded or Centrally Cleared Financial Derivative Instruments as of June&nbsp;30,&nbsp;2020: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

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<TD></TD>
<TD></TD>
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<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

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<TD></TD>

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<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Asset</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Liability</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Exchange-Traded or Centrally&nbsp;Cleared</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;48</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;48</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(25)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(25)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cash of $1,308 has been
pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of June&nbsp;30, 2020. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more&nbsp;information.</B> </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>31</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO PCM Fund,
Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on
issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the
cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s credit soundness and a greater likelihood or risk of
default or other credit event occurring as defined under the terms of the&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&#146;s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">This instrument has a forward starting effective date. See Note 2, Securities Transactions and Investment Income, in the Notes to
Financial Statements for further&nbsp;information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(m)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE&nbsp;COUNTER </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON CREDIT INDICES - SELL&nbsp;PROTECTION<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TD></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>

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<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Index/Tranches</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;
Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.AA.6-1&nbsp;Index</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/25/2045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.PENAAA.7-1&nbsp;Index</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/25/2037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(924</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;488</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(436</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: OVER THE COUNTER&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral pledged as of June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Market<BR>Value&nbsp;of&nbsp;OTC<BR>Derivatives</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>

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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(n)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $496 have been pledged as collateral for financial derivative instruments as
governed by International Swaps and Derivatives Association, Inc. master agreements as of June&nbsp;30,&nbsp;2020. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&#146;s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from OTC
financial derivative instruments can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more&nbsp;information.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE OF FINANCIAL
DERIVATIVE&nbsp;INSTRUMENTS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a
summary of the fair valuation of the Fund&#146;s derivative instruments categorized by risk exposure. See Note 7, Principal Risks, in the Notes to Financial Statements on risks of the&nbsp;Fund. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fair Values of Financial Derivative Instruments on the
Statements of Assets and Liabilities as of June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TD VALIGN="bottom" WIDTH="6%"></TD>

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<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>32</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="45%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The effect of Financial
Derivative Instruments on the Statements of Operations for the period ended June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="41%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Realized Gain (Loss) on Financial Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Futures<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Change in Unrealized Appreciation (Depreciation) on Financial
Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE&nbsp;MEASUREMENTS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the fair
valuations according to the inputs used as of June&nbsp;30, 2020 in valuing the Fund&#146;s assets and<B></B>&nbsp;liabilities: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="51%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Convertible Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Municipal Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">West&nbsp;Virginia</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42,106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;70,237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;74,447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Consumer&nbsp;Discretionary</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate Investment&nbsp;Trusts</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real&nbsp;Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="48%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Short-Term&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Repurchase&nbsp;Agreements</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury&nbsp;Bills</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total&nbsp;Investments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;166,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;13,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;183,099</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Short Sales, at Value -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total Financial Derivative&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">180,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>33</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO PCM Fund,
Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT
STYLE="font-family:Arial Narrow" SIZE="1">June 30, 2020 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended June&nbsp;30,&nbsp;2020: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="27%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Sales/Settlements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;into<BR>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;out<BR>of Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held
at<BR>06/30/2020<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;9,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;11,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(4,478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;13,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of
significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level&nbsp;3 of the fair value&nbsp;hierarchy: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="33%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Valuation<BR>Technique</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unobservable<BR>Inputs</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(% Unless Noted&nbsp;Otherwise)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Input Value(s)<BR></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Weighted<BR>Average</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="7"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Market Based&nbsp;Approach</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Recovery&nbsp;Value</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Liquidity&nbsp;Discount</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Third Party&nbsp;Vendor</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">63.000-108.750</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">86.695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top">
<P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Non-Agency&nbsp;Mortgage-Backed&nbsp;
Securities</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500-96.125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Asset-Backed&nbsp;Securities</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Discounted Cash&nbsp;Flow</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Discount&nbsp;Rate</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21.990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">.000-30,434.590</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,058.457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Third Party&nbsp;Vendor</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Future&nbsp;Dividend&nbsp;Rate</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Indicative&nbsp;Market&nbsp;Quotation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fundamental&nbsp;Valuation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Company&nbsp;Equity&nbsp;Value</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">526,100,000.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;13,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on
Investments Held at June&nbsp;30, 2020 may be due to an investment no longer held or categorized as Level&nbsp;3 at period&nbsp;end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not
considered significant to the&nbsp;Fund. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>34</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_29"></A>Schedule of Investments <FONT
STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Global
StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#7f7f7f"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT></FONT><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP><FONT STYLE="font-family:Arial Narrow" SIZE="3">&amp; Income Fund </FONT></B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2020 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(Amounts in thousands*, except number of shares, contracts and units, if any) </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INVESTMENTS IN SECURITIES 189.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>LOAN PARTICIPATIONS AND ASSIGNMENTS 9.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Advanz Pharma Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.568% (LIBOR03M &#043; 5.500%) due&nbsp;09/06/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Boels Topholding BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 02/05/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% (LIBOR03M &#043; 3.750%) due&nbsp;09/02/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DTEK Investments Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% (LIBOR03M &#043; 5.000%) due&nbsp;06/30/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Elanco Animal Health, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 02/04/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Emerald TopCo, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.260% (LIBOR03M &#043; 3.500%) due&nbsp;07/24/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.928% (LIBOR03M &#043; 3.750%) due&nbsp;10/10/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">455</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EyeCare Partners LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 02/18/2027 &micro;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.058% (LIBOR03M &#043; 3.750%) due&nbsp;02/05/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services LLC (5.000% Cash and 11.000%&nbsp;PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16.000% (LIBOR03M &#043; 5.000%) due 04/13/2021 &laquo;~(c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Froneri International PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.428% (LIBOR03M &#043; 2.250%) due&nbsp;01/29/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ingersoll Rand Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.928% (LIBOR03M &#043; 1.750%) due&nbsp;03/01/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Innophos, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.928% (LIBOR03M &#043; 3.750%) due&nbsp;02/04/2027 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IRB Holding Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% (LIBOR03M &#043; 2.750%) due&nbsp;02/05/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Jefferies Finance LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.188% (LIBOR03M &#043; 3.000%) due&nbsp;06/03/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>McDermott Technology Americas, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.178% (LIBOR03M &#043; 3.000%) due&nbsp;06/30/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.178% (LIBOR03M &#043; 4.000%) due&nbsp;06/30/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MH Sub LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.572% (LIBOR03M &#043; 3.750%) due&nbsp;09/13/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nascar Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.930% (LIBOR03M &#043; 2.750%) due&nbsp;10/19/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NCI Building Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.941% (LIBOR03M &#043; 3.750%) due&nbsp;04/12/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Neiman Marcus Group Ltd. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14.000% (LIBOR03M &#043; 12.750%) due&nbsp;10/07/2020 &laquo;~&micro;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.429% (LIBOR03M &#043; 3.250%) due&nbsp;06/30/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 02/22/2049 ^&laquo;(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PetSmart, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% (LIBOR03M &#043; 4.000%) due&nbsp;03/11/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PG&amp;E Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 04/16/2021 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PUG LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.678% (LIBOR03M &#043; 3.500%) due&nbsp;02/12/2027 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="62%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Refinitiv U.S. Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.428% (LIBOR03M &#043; 3.250%) due&nbsp;10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sierra Hamilton LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15.000% due 09/12/2023 &laquo;(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sotera Health Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% (LIBOR03M &#043; 4.500%) due&nbsp;12/11/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Summer (BC) Holdco B SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.331% (LIBOR03M &#043; 4.750%) due&nbsp;12/04/2026 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sunshine Luxembourg SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.322% (LIBOR03M &#043; 4.250%) due&nbsp;10/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.178% (LIBOR03M &#043; 5.000%) due&nbsp;06/26/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% (LIBOR03M &#043; 8.250%) due&nbsp;03/15/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC (15.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15.000% due 03/15/2029 &laquo;(c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Windstream Services LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% (PRIME &#043; 5.000%) due&nbsp;03/29/2021 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Loan Participations and Assignments (Cost&nbsp;$8,921)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;7,782</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CORPORATE BONDS&nbsp;&amp; NOTES 45.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 11.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ambac Assurance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.100% due 12/31/2049 (i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ambac LSNI LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 02/12/2023 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banco de Credito del Peru</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% due 09/17/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bank of Nova Scotia</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.900% due 06/04/2025 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Brookfield Finance, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due 01/25/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.700% due 09/20/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBL&nbsp;&amp; Associates LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due 10/15/2024 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due 12/15/2026 ^(d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Agricole S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 01/23/2024 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Emerald Bay S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/08/2020 (g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Equitable Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 04/20/2048</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ESH Hospitality, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 10/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fortress Transportation&nbsp;&amp; Infrastructure Investors LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 10/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Highwoods Realty LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.050% due 02/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSBC Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/29/2023 &#149;(i)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hunt Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 02/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kennedy-Wilson, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 04/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kilroy Realty LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.050% due 02/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ladder Capital Finance Holdings LLLP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 02/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Navient Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 03/25/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Newmark Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 11/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oppenheimer Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 07/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pinnacol Assurance</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 06/25/2034 &laquo;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Regency Centers LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 09/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sabra Health Care LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.800% due 06/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Societe Generale S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 10/04/2023 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Spirit Realty LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.400% due 01/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Toll Road Investors Partnership LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 02/15/2045 (g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UniCredit SpA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.830% due 12/04/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Unique Pub Finance Co. PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.659% due 06/30/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniti Group LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 02/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniti Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Voyager Aviation Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 08/15/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;9,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 27.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Albertsons Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 02/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 01/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 02/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Arconic Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 02/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Associated Materials LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due 01/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avon International Capital PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 08/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>B.C. Unlimited Liability Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Boeing Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.508% due 05/01/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 05/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.040% due 05/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.150% due 05/01/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.705% due 05/01/2040 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.805% due 05/01/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.930% due 05/01/2060 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bombardier, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 01/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 12/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 03/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 04/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Broadcom, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.150% due 11/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.300% due 11/15/2032 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Camelot Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 11/01/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CCO Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 08/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 03/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Charter Communications Operating LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.800% due 03/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citrix Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due 03/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Worldwide Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 02/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Connect Finco SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 10/01/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Corning, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.450% due 11/15/2079</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DAE Funding LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 11/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Delta Air Lines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 01/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

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<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>35</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Global
StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#7f7f7f"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT></FONT><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP><FONT STYLE="font-family:Arial Narrow" SIZE="3">&amp; Income Fund </FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DriveTime Automotive Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 06/01/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eldorado Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Energy Transfer Operating LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.900% due 05/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 05/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 05/15/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due 10/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Exela Intermediate LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% due 07/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Quantum Minerals Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 03/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Flex Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 06/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fresh Market, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 05/01/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Full House Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.575% due 01/31/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.738% due 02/02/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 01/14/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.150% due 08/07/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 01/10/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Griffon Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HCA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 09/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 11/15/2095 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartCommunications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 05/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (6.000% Cash or 6.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 05/15/2027 (c)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illuminate Buyer LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due 07/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Innophos Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.375% due 02/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Connect Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.500% due 02/15/2023 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 08/01/2023 ^(d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 10/15/2024 ^(d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 07/15/2025 ^(d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 06/01/2021 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.125% due 06/01/2023 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kinder Morgan, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 01/15/2032 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LifePoint Health, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 02/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mallinckrodt International Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 04/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Marriott International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 06/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mattel, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 12/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Micron Technology, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.327% due 02/06/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NCL Corp. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due 12/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.250% due 05/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Netflix, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 11/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 11/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Noble Holding International Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 02/01/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NXP BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.300% due 06/18/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Occidental Petroleum Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.842% (US0003M &#043; 1.450%) due&nbsp;08/15/2022 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Oil&nbsp;&amp; Gas Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/30/2020 (g)(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">322</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oracle Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850% due 04/01/2060 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 02/01/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 06/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Drilling SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 10/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pan American Energy LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28.216% (BADLARPP) due&nbsp;11/20/2020 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Par Pharmaceutical, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petroleos Mexicanos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.350% due 02/12/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due 01/28/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.490% due 01/23/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/13/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 01/23/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 09/21/2047 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.840% due 01/23/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.950% due 01/28/2060</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.690% due 01/23/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Picasso Finance Sub, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 06/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Platin 1426 GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 06/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Prime Security Services Borrower LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Qorvo, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 10/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>QVC, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due 03/15/2043 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Radiology Partners, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 02/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sabine Pass Liquefaction LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 05/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sands China Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.800% due 01/08/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 08/08/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sensata Technologies, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 02/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Spanish Broadcasting System, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.500% due 04/15/2049 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Staples, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TEGNA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 03/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance Netherlands BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.200% due 07/21/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Topaz Solar Farms LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 09/30/2039 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 09/30/2039 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;2,305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TransDigm, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 11/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Guardian Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 01/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Pontus Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 08/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 11/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 01/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 02/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Trident TPI Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 08/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Triumph Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 06/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 09/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.625% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 06/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="60%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Valaris PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 10/01/2044 ^(d)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 02/01/2026 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Vale Overseas Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 08/10/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 11/21/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 11/10/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ViaSat, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 09/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 07/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Viking Cruises Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13.000% due 05/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Western Midstream Operating LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.161% (US0003M &#043; 0.850%) due&nbsp;01/13/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 02/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Windstream Services LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 10/31/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wyndham Destinations, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due 03/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 03/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 04/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>YPF S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30.917% (BADLARPP &#043; 4.000%) due 09/24/2020 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33.088% (BADLARPP &#043; 6.000%) due 03/04/2021 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zayo Group Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 03/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;22,773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 6.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AT&amp;T, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 06/01/2041 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 06/01/2051 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">524</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850% due 06/01/2060 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CenturyLink, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 02/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Edison International</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 06/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Drilling Norbe Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 12/01/2021 ^(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Drilling Norbe Ltd. (6.350% Cash and 1.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.350% due 12/01/2026 ^(c)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Offshore Drilling Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.720% due 12/01/2022 ^(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Offshore Drilling Finance Ltd. (6.720% Cash and 1.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.720% due 12/01/2026 ^(c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">677</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 03/01/2026 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.400% due 08/15/2024 ^(d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.800% due 03/01/2037 ^(d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas and Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 08/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% due 08/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petrobras Global Finance BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.093% due 01/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.850% due 06/05/2115</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rio Oil Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 07/06/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Southern California Edison Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.650% due 04/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Talen Energy Supply LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Poseidon Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 02/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Corporate Bonds&nbsp;&amp; Notes (Cost&nbsp;$40,652)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;37,091</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>36</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="64%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONVERTIBLE BONDS&nbsp;&amp; NOTES 1.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 1.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DISH Network Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.375% due 08/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Royal Caribbean Cruises Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 06/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ensco Jersey Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 01/31/2024 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Convertible Bonds&nbsp;&amp; Notes (Cost $1,603)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>1,488</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MUNICIPAL BONDS&nbsp;&amp; NOTES 2.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ILLINOIS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chicago, Illinois General Obligation Bonds, Series 2015</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 01/01/2042</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, (BABs), Series&nbsp;2010</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.725% due 04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.350% due 07/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, Series 2003</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.100% due 06/01/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WEST VIRGINIA 2.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series
2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/01/2047 (g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.467% due 06/01/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Municipal Bonds&nbsp;&amp; Notes (Cost $2,049)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;1,950</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. GOVERNMENT AGENCIES 58.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fannie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 04/25/2050 (a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.816% due 11/25/2049 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.866% due 03/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.935% due 07/25/2029 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.966% due 11/25/2039 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.116% due 01/25/2038 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.196% due 03/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.216% due 12/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.226% due 06/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.266% due 04/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.416% due 11/25/2035 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.616% due 11/25/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 12/25/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.016% due 02/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 06/01/2032</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.800% due 06/25/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.255% due 06/25/2044 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.153% due 12/25/2042 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13.942% due 08/25/2022 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 02/25/2046 (b)(g)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100% due 02/25/2046 (a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.700% due 11/25/2055 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.010% due 10/25/2020 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.335% due 10/25/2029 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.960% due 05/25/2050 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.255% due 03/15/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.385% due 09/15/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.395% due 09/15/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 08/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ginnie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.910% due 12/20/2048 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniform Mortgage-Backed Security</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 03/01/2048 - 04/01/2048&nbsp;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="62%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniform Mortgage-Backed Security, TBA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000% due 09/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500% due 08/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 08/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 07/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total U.S. Government Agencies (Cost&nbsp;$47,746)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;47,990</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">NON-AGENCY</FONT> MORTGAGE-BACKED SECURITIES 29.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16.534% due 09/25/2035 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,034</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.117% due 12/20/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.926% due 03/20/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.846% due 01/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/25/2046 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Adjustable Rate Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.454% due 07/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns <FONT STYLE="white-space:nowrap">ALT-A</FONT> Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.111% due 04/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.736% due 09/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.853% due 11/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.422% due 02/11/2041 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.972% due 04/12/2038 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Structured Products, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.635% due 01/26/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.251% due 12/26/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BRAD Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.146% due 03/12/2021 &laquo;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.550% due 03/12/2021 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBA Commercial Small Balance Commercial Mortgage</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.040% due 01/25/2039 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.398% due 12/11/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.688% due 10/15/2048</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chevy Chase Funding LLC Mortgage-Backed&nbsp;Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.485% due 08/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.865% due 10/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.794% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">907</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.737% due 03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.763% due 11/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.252% due 12/10/2049 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.050% due 07/10/2046 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.425% due 12/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.535% due 05/25/2036 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.845% due 10/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.354% due 10/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.843% due 02/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 08/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 02/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 09/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 08/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.966% due 07/25/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19.293% due 07/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Home Loan Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.425% due 03/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.965% due 02/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.163% due 03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.427% due 08/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.478% due 10/20/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.484% due 10/20/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.781% due 10/20/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 08/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.869% due 09/15/2040 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="62%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Mortgage-Backed&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 11/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DBUBS Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.652% due 11/10/2046</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Horizon Alternative Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.569% due 11/25/2036 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Horizon Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.981% due 01/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Commercial Mortgage Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.606% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GS Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.622% due 11/10/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSR Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.916% due 05/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.980% due 04/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 06/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HarborView Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.794% due 04/19/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.687% due 11/19/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.454% due 08/19/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.138% due 02/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSI Asset Loan Obligation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.989% due 01/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IndyMac Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.455% due 06/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.745% due 03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.038% due 06/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Chase Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.411% due 05/15/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.039% due 01/12/2038 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.632% due 04/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 01/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 06/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Adjustable Rate Mortgages Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.747% due 10/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.764% due 11/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Merrill Lynch Alternative Note Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.255% due 01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Motel 6 Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.111% due 08/15/2024 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Opteum Mortgage Acceptance Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.455% due 07/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Prime Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.366% due 11/25/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RBSSP Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 09/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Accredit Loans, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.206% due 12/26/2034 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.621% due 01/25/2036 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/25/2035 ^(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 08/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 12/25/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Adjustable Rate Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.904% due 05/25/2035 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.675% due 01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.685% due 04/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.754% due 09/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.922% due 09/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Mortgage Investments Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.415% due 02/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.465% due 02/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SunTrust Adjustable Rate Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.018% due 01/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WaMu Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.515% due 12/25/2036 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.715% due 07/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells <FONT STYLE="white-space:nowrap">Fargo-RBS</FONT> Commercial Mortgage
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.420% due 12/15/2046 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities (Cost
$22,234)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;24,171</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR></TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>37</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Global
StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#7f7f7f"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT></FONT><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP><FONT STYLE="font-family:Arial Narrow" SIZE="3">&amp; Income Fund </FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="58%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ASSET-BACKED SECURITIES 16.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Adagio CLO DAC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/30/2031 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Apidos CLO</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/22/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avoca CLO DAC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/15/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">693</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 08/25/2036 ^(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22.887% due 03/25/2036 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Belle Haven ABS CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.623% due 07/05/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bombardier Capital Mortgage Securitization Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.830% due 06/15/2030 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>California Republic Auto Receivables Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/15/2025 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Carlyle Global Market Strategies CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/17/2031 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/15/2031 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Carlyle Global Market Strategies Euro CLO DAC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/15/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/25/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Carrington Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335% due 08/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.345% due 01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Conseco Finance Securitizations Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.960% due 05/01/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.285% due 09/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Flagship Credit Auto Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 05/15/2025 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman XS Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.616% due 05/25/2037 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Marlette Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 12/15/2028 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/16/2029 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/16/2029 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">435</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley ABS Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.245% due 05/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.572% due 06/25/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SMB Private Education Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 09/18/2046 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/15/2048 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SoFi Consumer Loan Program LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 05/26/2026 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 11/25/2026 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Soundview Home Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.245% due 11/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>South Coast Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.633% due 01/06/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">414</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.633% due 01/06/2041 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Securities Corp. Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.485% due 06/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Symphony CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.911% due 07/14/2026 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Washington Mutual Asset-Backed Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.245% due 10/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Asset-Backed Securities (Cost $23,083)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;13,212</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SOVEREIGN ISSUES 4.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argentina Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.380% due 12/31/2038 ^(d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.820% due 12/31/2033 ^(d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.820% due 12/31/2033 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15.500% due 10/17/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26.415% (BADLARPP &#043; 2.000%) due 04/03/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30.022% (BADLARPP) due&nbsp;10/04/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="62%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Autonomous City of Buenos Aires Argentina</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29.825% (BADLARPP &#043; 5.000%) due&nbsp;01/23/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.995% due 03/29/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Provincia de Buenos Aires</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28.192% due 04/12/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">79,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.817% due 05/31/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Republic of Greece Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2023 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2024 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2025 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2026 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2027 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2028 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2029 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2030 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2031 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2032 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2033 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2034 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2035 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2036 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2037 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2038 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2039 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2040 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2041 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/24/2042 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>South Africa Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 09/30/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ukraine Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 01/27/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Venezuela Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/09/2020 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due 10/13/2024 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 09/15/2027 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Sovereign Issues (Cost $6,213)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;3,410</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMON STOCKS 2.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc. (e)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. &laquo;(e)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. &#145;A&#146; (e)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONSUMER DISCRETIONARY 1.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp. (e)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ENERGY 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. (e)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. &laquo;(e)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">173,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. SP - ADR&nbsp;(e)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services Ltd.&nbsp;(e)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>McDermott International, Inc. &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sierra Hamilton Holder LLC&nbsp;&laquo;(e)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC &laquo;(e)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniti Group, Inc. &laquo;&#134;(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eneva S.A. (e)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Common Stocks (Cost $2,792)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>1,777</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="55%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WARRANTS 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. - Exp.&nbsp;05/01/2039</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Corp. - Exp.&nbsp;04/28/2024 &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Warrants (Cost $780)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>295</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PREFERRED SECURITIES 4.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 1.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AGFC Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.969% (US0003M &#043; 1.750%) due&nbsp;01/15/2067 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>OCP CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/26/2028 (g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 2.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 01/21/2021 &#149;(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Corp. (12.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.000% &laquo;(c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,979</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Preferred Securities (Cost $3,892)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>3,250</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT-TERM INSTRUMENTS 16.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REPURCHASE AGREEMENTS (m) 4.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT-TERM NOTES 0.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argentina Treasury Bond BONCER</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.100% due 04/17/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Federal Home Loan Bank</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.122% due 08/14/2020 (g)(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ARGENTINA TREASURY BILLS 0.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14.784% due 07/13/2020 - 10/29/2020 (f)(g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42,062</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30.365% due 08/28/2020 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. TREASURY BILLS 11.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.169% due 07/30/2020 - 09/17/2020 (f)(g)(p)(r)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Short-Term Instruments<BR>(Cost $13,503)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>13,452</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4" COLSPAN="13"></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="12" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments in Securities<BR>(Cost&nbsp;$173,468)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>155,868</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4" COLSPAN="9"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments 189.8%<BR>(Cost $173,468)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;155,868</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative<BR>Instruments (o)(q) 0.2%</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(Cost or Premiums, net $(986))</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>149</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Other Assets and Liabilities, net (90.0)%</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;(73,908</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Assets 100.0%</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>82,109</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="6" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>38</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>NOTES TO SCHEDULE OF&nbsp;INVESTMENTS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>*</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>A zero balance may reflect actual amounts rounding to less than one&nbsp;thousand. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>^</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is in&nbsp;default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&laquo;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security valued using significant unobservable inputs (Level&nbsp;3). </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&micro;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be
determined at the time of funding. See Note 4, Securities and Other Investments, in the Notes to Financial Statements for more information regarding unfunded loan&nbsp;commitments. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>~</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are
not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a
reference rate and/or spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&#149;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and
may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&thorn;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in
effect as of period&nbsp;end. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&#134;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forward Commitment Transaction. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(a)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is an Interest Only (&#147;IO&#148;) or IO&nbsp;Strip. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(b)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal only&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(c)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payment <FONT STYLE="white-space:nowrap">in-kind&nbsp;security.</FONT> </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(d)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is not accruing income as of the date of this&nbsp;report. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(e)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security did not produce income within the last twelve&nbsp;months. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(f)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents&nbsp;a weighted average&nbsp;yield to&nbsp;maturity. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(g)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zero coupon&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(h)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents a yield to&nbsp;maturity. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(i)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Perpetual maturity; date shown, if applicable, represents next contractual call&nbsp;date. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(j)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is subject to a forbearance agreement entered into by the Fund which forbears the Fund from taking action to, among
other things, accelerate and collect payments on the subject note with respect to specified events of default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(k)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Contingent convertible&nbsp;security. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(l)&nbsp;&nbsp;RESTRICTED&nbsp;SECURITIES: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="54%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Issuer&nbsp;Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of&nbsp;Net&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Dommo Energia&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/26/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.01</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Dommo Energia&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.05</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Eneva&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">12/21/2017&nbsp;-&nbsp;12/03/2019</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.08</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forbes Energy Services&nbsp;Ltd.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">03/11/2014&nbsp;-&nbsp;12/03/2014</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pinnacol Assurance 8.625% due&nbsp;06/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sierra Hamilton Holder&nbsp;LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Uniti Group, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Westmoreland Mining Holdings&nbsp;LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/08/2014&nbsp;-&nbsp;08/05/2016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,096</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="4" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER
FINANCING&nbsp;TRANSACTIONS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(m)&nbsp;&nbsp;REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="44%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Lending<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateralized&nbsp;By</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">959</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Inflation Protected Securities 0.125%&nbsp;due&nbsp;04/15/2022</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SAL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.130</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,500</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Bills 0.000% due&nbsp;08/13/2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(3,530</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;3,459</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;3,459</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REVERSE
REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TD WIDTH="34%"></TD>

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<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>39</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Global
StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#7f7f7f"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT></FONT><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP><FONT STYLE="font-family:Arial Narrow" SIZE="3">&amp; Income Fund </FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>



<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#037;
&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/31/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CDC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CFR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CSG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(736</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(736</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(693</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FOB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SAL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TDM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(493</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;(42,895</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT SALES: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="53%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Coupon</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Proceeds</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable for<BR>Short&nbsp;Sales</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government Agencies&nbsp;(1.3)%</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Uniform Mortgage-Backed Security,&nbsp;TBA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/01/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Short Sales&nbsp;(1.3)%</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,049</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,051</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>40</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER FINANCING
TRANSACTIONS&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a
summary by counterparty of the market value of Borrowings and Other Financing Transactions and collateral pledged/(received) as of June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="42%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Borrowings&nbsp;and<BR>Other&nbsp;Financing<BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;
Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Global/Master Repurchase&nbsp;Agreement</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CDC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CFR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CSG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FOB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,656</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">971</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SAL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TDM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Borrowings and Other Financing&nbsp;Transactions</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;3,459</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(42,895</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CERTAIN TRANSFERS ACCOUNTED
FOR AS SECURED&nbsp;BORROWINGS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Remaining Contractual Maturity
of the&nbsp;Agreements </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="55%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Overnight&nbsp;and<BR>Continuous</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Up&nbsp;to&nbsp;30&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">31-90&nbsp;days</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Greater&nbsp;Than&nbsp;90&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,034</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Convertible Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,692</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,524</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total&nbsp;Borrowings</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(434</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(22,007</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(8,629</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(3,068</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(34,138</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payable for reverse repurchase agreements<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"></SUP>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(34,138</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(n)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $45,950 and cash of $1,475 have been pledged as collateral under the terms of the
above master agreements as of June&nbsp;30,&nbsp;2020. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes accrued&nbsp;interest. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The average amount of borrowings outstanding during the period ended June&nbsp;30, 2020 was $(44,670) at a weighted average interest rate
of 2.240%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the&nbsp;period. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Open maturity reverse repurchase&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from
borrowings and other financing transactions can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for
more&nbsp;information. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Unsettled reverse repurchase agreements liability of $(8,757) is outstanding at period&nbsp;end. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(o)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS:
EXCHANGE-TRADED OR CENTRALLY&nbsp;CLEARED </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PURCHASED&nbsp;OPTIONS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>OPTIONS ON EXCHANGE-TRADED FUTURES&nbsp;CONTRACTS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TD></TD>
<TD></TD>
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<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Strike<BR>Price</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expiration<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>#&nbsp;of<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - CME S&amp;P 500 July 2020&nbsp;Futures</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,940.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Purchased&nbsp;Options</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;663</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;334</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

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<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>41</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Global
StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#7f7f7f"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT></FONT><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP><FONT STYLE="font-family:Arial Narrow" SIZE="3">&amp; Income Fund </FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WRITTEN&nbsp;OPTIONS: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>OPTIONS ON EXCHANGE-TRADED FUTURES&nbsp;CONTRACTS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TD VALIGN="bottom" WIDTH="5%"></TD>

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<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Strike<BR>Price</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expiration<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>#&nbsp;of<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Call - CME S&amp;P 500 July 2020&nbsp;Futures</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,095.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Written&nbsp;Options</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,200</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(777</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FUTURES&nbsp;CONTRACTS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>LONG FUTURES&nbsp;CONTRACTS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="46%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Description</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expiration<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>#&nbsp;of<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">E-mini</FONT> S&amp;P 500 Index September&nbsp;Futures<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;41,409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Futures&nbsp;Contracts</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;283</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;552</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="12" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INTEREST RATE&nbsp;SWAPS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="8%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="30%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Pay/Receive <BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Floating&nbsp;Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT>
<FONT STYLE="white-space:nowrap">CAD-Bank&nbsp;Bill</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT>
<FONT STYLE="white-space:nowrap">CAD-Bank&nbsp;Bill</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">01/15/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/12/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(607</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/10/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/16/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/19/2048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/26/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/18/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/19/2049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(4,068</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(4,029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/18/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;GBP-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/18/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="17" VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="17"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>70</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>818</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B> 888</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;78</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(76</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="17" VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the market value and variation margin of Exchange-Traded or Centrally Cleared Financial Derivative Instruments as of June&nbsp;30,&nbsp;2020: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Asset</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Liability</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Exchange-Traded or Centrally&nbsp;Cleared</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;334</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;552</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;78</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;964</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(777</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(76</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(853</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(p)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $1,294 and cash of $1,834 have been pledged as collateral for exchange-traded and
centrally cleared financial derivative instruments as of June&nbsp;30, 2020. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more&nbsp;information. </B></FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">This instrument has a forward starting effective date. See Note 2, Securities Transactions and Investment Income, in the Notes to
Financial Statements for further&nbsp;information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(q)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE&nbsp;COUNTER </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FORWARD FOREIGN CURRENCY&nbsp;CONTRACTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="44%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>42</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="45%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPY</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DUB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">AUD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPY</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CLP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76,810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,711</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPY</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Forward Foreign Currency&nbsp;Contracts</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;7</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(80</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PURCHASED&nbsp;OPTIONS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>OPTIONS ON&nbsp;SECURITIES </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="60%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Strike<BR>Price</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expiration<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT>
</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FAR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Uniform Mortgage-Backed Security,&nbsp;TBA 3.500% due 07/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;64.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="14"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Purchased&nbsp;Options</B></FONT></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="14" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON
ASSET-BACKED SECURITIES - SELL&nbsp;PROTECTION<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="42%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Reference&nbsp;Obligation</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;
Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOA</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Long Beach Mortgage Loan Trust 7.654% due&nbsp;07/25/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/25/2033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT
DEFAULT SWAPS ON CREDIT INDICES - SELL&nbsp;PROTECTION<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="45%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Index/Tranches</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></B>
</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;
Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.AA.6-1&nbsp;Index</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/25/2045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.PENAAA.7-1&nbsp;Index</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/25/2037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INTEREST RATE&nbsp;SWAPS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="8%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="31%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Pay/Receive<BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Floating Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MYC</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/13/2022</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>43</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Global
StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#7f7f7f"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT></FONT><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP><FONT STYLE="font-family:Arial Narrow" SIZE="3">&amp; Income Fund </FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>TOTAL RETURN SWAPS ON EQUITY&nbsp;INDICES </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="12%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="22%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" NOWRAP STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Pay/Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Underlying&nbsp;Reference</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>#&nbsp;of&nbsp;Units</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financing&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NDDUEAFE&nbsp;Index<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">411</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.242% <FONT STYLE="white-space:nowrap">(3-Month</FONT> <FONT STYLE="white-space:nowrap">USD-LIBOR</FONT> less a
specified&nbsp;spread)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/12/2021</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MYI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NDDUEAFE&nbsp;Index<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,333</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.215% <FONT STYLE="white-space:nowrap">(3-Month</FONT> <FONT STYLE="white-space:nowrap">USD-LIBOR</FONT> less a
specified&nbsp;spread)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/16/2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
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<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UAG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NDDUEAFE&nbsp;Index<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,417</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.265% <FONT STYLE="white-space:nowrap">(3-Month</FONT> <FONT STYLE="white-space:nowrap">USD-LIBOR</FONT> less a
specified&nbsp;spread)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/16/2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(851</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,064</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="3" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="22"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(519</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;630</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,442</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,331</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="22" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: OVER THE COUNTER&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral pledged/(received) as of June&nbsp;30,&nbsp;2020: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Market<BR>Value&nbsp;of&nbsp;OTC<BR>Derivatives</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(6)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
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<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22</FONT></TD>
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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DUB</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MEI</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">213</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(260</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(47</FONT></TD>
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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MYC</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,201</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,201</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MYI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UAG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Over the&nbsp;Counter</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;7</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,442</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,449</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(80</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,331</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,411</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(r)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $1,353 have been pledged as collateral for financial derivative instruments as
governed by International Swaps and Derivatives Association, Inc. master agreements as of June&nbsp;30,&nbsp;2020. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Notional Amount represents the number of&nbsp;contracts. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&#146;s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for
any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying&nbsp;reference.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(6)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from OTC
financial derivative instruments can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more&nbsp;information.
</FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>44</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE OF FINANCIAL
DERIVATIVE&nbsp;INSTRUMENTS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a
summary of the fair valuation of the Fund&#146;s derivative instruments categorized by risk exposure. See Note 7, Principal Risks, in the Notes to Financial Statements on risks of the&nbsp;Fund. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fair Values of Financial Derivative Instruments on the
Statements of Assets and Liabilities as of June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="44%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Purchased&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Futures<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">886</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,099</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Written&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,064</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
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<TD>&nbsp;</TD>
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<TD>&nbsp;</TD>
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<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,064</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
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<TD>&nbsp;</TD>
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<TD>&nbsp;</TD>
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<TD>&nbsp;</TD>
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<TD>&nbsp;</TD>
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<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The effect of Financial
Derivative Instruments on the Statements of Operations for the period ended June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="42%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Realized Gain (Loss) on Financial Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Purchased&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Written&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,673</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,673</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Futures<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,933</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Purchased&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(7,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Change in Unrealized Appreciation (Depreciation) on Financial
Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Purchased&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Written&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Futures<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
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<TD>&nbsp;</TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
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<TD>&nbsp;</TD>
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<TD>&nbsp;</TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>45</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Global
StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#7f7f7f"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT></FONT><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP><FONT STYLE="font-family:Arial Narrow" SIZE="3">&amp; Income Fund </FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE&nbsp;MEASUREMENTS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the fair valuations according to
the inputs used as of June&nbsp;30, 2020 in valuing the Fund&#146;s assets and<B></B>&nbsp;liabilities: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="53%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,782</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Convertible Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Municipal Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Illinois</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">West&nbsp;Virginia</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;47,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47,990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;13,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Consumer&nbsp;Discretionary</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="48%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Short-Term&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Repurchase&nbsp;Agreements</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Short-Term&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Argentina Treasury&nbsp;Bills</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury&nbsp;Bills</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total&nbsp;Investments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;142,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;11,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;155,868</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Short Sales, at Value -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">886</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">886</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total Financial Derivative&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">141,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">154,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is
a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="28%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Sales/Settlements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Change&nbsp;in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;into<BR>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;out<BR>of&nbsp;Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Change&nbsp;in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held&nbsp;
at<BR>06/30/2020<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(903</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(903</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;15,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(4,731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;11,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(4,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
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<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>46</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of significant
unobservable inputs used in the fair valuations of assets and liabilities categorized within Level&nbsp;3 of the fair value&nbsp;hierarchy: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TD WIDTH="29%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Valuation<BR>Technique</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unobservable<BR>Inputs</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(% Unless Noted&nbsp;Otherwise)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Input&nbsp;Value(s)<BR></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Weighted<BR>Average</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Third Party&nbsp;Vendor</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">63.000-108.750</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91.423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Option&nbsp;Adjusted&nbsp;Spread</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">660.300&nbsp;bps</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">1.500-96.125</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">77.000-53,400.000</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,329.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Third Party Vendor</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"> 3.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Future Dividend Rate</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fundamental Valuation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Company Equity Value</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">526,100,000.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;11,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on
Investments Held at June&nbsp;30, 2020 may be due to an investment no longer held or categorized as Level&nbsp;3 at period&nbsp;end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not
considered significant to the&nbsp;Fund. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>47</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_30"></A>Schedule of Investments <FONT
STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Income Opportunity Fund</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(Amounts in thousands*, except number of shares, contracts and units, if any) </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="61%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INVESTMENTS IN SECURITIES 172.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>LOAN PARTICIPATIONS AND ASSIGNMENTS 22.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Advanz Pharma Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.568% (LIBOR03M &#043; 5.500%) due&nbsp;09/06/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Al Convoy (Luxembourg) SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% (LIBOR03M &#043; 3.500%) due&nbsp;01/17/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice France S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.185% (LIBOR03M &#043; 4.000%) due&nbsp;08/14/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ancestry.com Operations, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% (LIBOR03M &#043; 3.750%) due&nbsp;10/19/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Boels Topholding BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 02/05/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Resort Collection LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 06/19/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.928% (LIBOR03M &#043; 2.750%) due&nbsp;12/23/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CenturyLink, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.428% (LIBOR03M &#043; 2.250%) due&nbsp;03/15/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">471</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clay Holdco BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% (EUR003M &#043; 4.000%) due&nbsp;10/30/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Delta Air Lines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% (LIBOR03M &#043; 4.750%) due&nbsp;04/29/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% (LIBOR03M &#043; 3.750%) due&nbsp;09/02/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Elanco Animal Health, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 02/04/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Emerald TopCo, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.260% (LIBOR03M &#043; 3.500%) due&nbsp;07/24/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Encina Private Credit LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.514% (LIBOR03M &#043; 3.514%) due&nbsp;11/30/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.928% (LIBOR03M &#043; 3.750%) due&nbsp;10/10/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EyeCare Partners LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 02/18/2027 &micro;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.058% (LIBOR03M &#043; 3.750%) due&nbsp;02/05/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fleet U.S. Bidco, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.322% (LIBOR03M &#043; 3.250%) due&nbsp;10/07/2026 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services LLC (5.000% Cash and 11.000%&nbsp;PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16.000% (LIBOR03M &#043; 5.000%) due 04/13/2021 &laquo;~(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Froneri International PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.428% (LIBOR03M &#043; 2.250%) due&nbsp;01/29/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.350% - 6.000% (LIBOR03M &#043; 3.750%) due 06/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illuminate Buyer LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 06/16/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">987</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ingersoll Rand Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.928% (LIBOR03M &#043; 1.750%) due&nbsp;03/01/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Innophos, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.928% (LIBOR03M &#043; 3.750%) due&nbsp;02/04/2027 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% (LIBOR03M &#043; 5.500%) due&nbsp;07/13/2022 ~&micro;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% (PRIME &#043; 4.750%) due&nbsp;11/27/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">871</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% (PRIME &#043; 5.500%) due&nbsp;01/02/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TD WIDTH="61%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IRB Holding Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% (LIBOR03M &#043; 2.750%) due&nbsp;02/05/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Jefferies Finance LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.188% (LIBOR03M &#043; 3.000%) due&nbsp;06/03/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>McDermott Technology Americas, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.178% (LIBOR03M &#043; 3.000%) due&nbsp;6/30/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.178% (LIBOR03M &#043; 4.000%) due&nbsp;6/30/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Messer Industrie GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.808% (LIBOR03M &#043; 2.500%) due&nbsp;03/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MH Sub LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.572% (LIBOR03M &#043; 3.750%) due&nbsp;09/13/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nascar Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.930% (LIBOR03M &#043; 2.750%) due&nbsp;10/19/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NCI Building Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.941% (LIBOR03M &#043; 3.750%) due&nbsp;04/12/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Neiman Marcus Group Ltd. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 05/08/2025 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% - 2.000% due 10/25/2023&nbsp;^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14.000% (LIBOR03M &#043; 12.750%) due 10/07/2020 &laquo;~&micro;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.429% (LIBOR03M &#043; 3.250%) due&nbsp;06/30/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;6,387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Otterham Property Finance Designated Activity&nbsp;Company</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% (EUR003M &#043; 3.000%) due&nbsp;09/03/2026 &laquo;~(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 02/22/2049 ^&laquo;(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PetSmart, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% (LIBOR03M &#043; 4.000%) due&nbsp;03/11/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PUG LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.678% (LIBOR03M &#043; 3.500%) due&nbsp;02/12/2027 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Refinitiv U.S. Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.428% (LIBOR03M &#043; 3.250%) due&nbsp;10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Mezzanine Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% (LIBOR03M &#043; 5.000%) due&nbsp;11/28/2021 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% (LIBOR03M &#043; 9.000%) due 04/28/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sierra Hamilton LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15.000% due 09/12/2023 &laquo;(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sotera Health Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% (LIBOR03M &#043; 4.500%) due&nbsp;12/11/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Starfruit Finco BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.188% (LIBOR03M &#043; 3.000%) due&nbsp;10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Summer (BC) Holdco B SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.331% (LIBOR03M &#043; 4.750%) due&nbsp;12/04/2026 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sunshine Luxembourg SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.322% (LIBOR03M &#043; 4.250%) due&nbsp;10/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Syniverse Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.873% (LIBOR03M &#043; 5.000%) due&nbsp;03/09/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.178% (LIBOR03M &#043; 5.000%) due&nbsp;06/26/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.928% - 3.750% (LIBOR03M &#043; 2.750%) due 03/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="56%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% (LIBOR03M &#043; 8.250%) due&nbsp;03/15/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC (15.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15.000% due 03/15/2029 &laquo;(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Windstream Services LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% (PRIME &#043; 4.250%) due&nbsp;02/17/2024 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% (PRIME &#043; 5.000%) due&nbsp;03/29/2021 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zayo Group Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.178% (LIBOR03M &#043; 3.000%) due 03/09/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Loan Participations and Assignments (Cost $107,022)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;88,845</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CORPORATE BONDS&nbsp;&amp; NOTES 67.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 20.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ally Financial, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 11/01/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ambac Assurance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.100% due 12/31/2049 (i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ambac LSNI LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 02/12/2023 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ardonagh Midco PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 07/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banco BTG Pactual S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 01/10/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banco de Credito del Peru</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% due 09/17/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bank of Nova Scotia</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.900% due 06/04/2025 &#149;(i)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays Bank PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due 11/21/2022 (k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 01/17/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.125% due 06/15/2025 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 03/15/2023 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 09/15/2022 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 06/15/2024 &#149;(i)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Brookfield Finance, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due 01/25/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.700% due 09/20/2047 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBL&nbsp;&amp; Associates LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due 10/15/2024 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 12/01/2023 ^(e)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due 12/15/2026 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Charles Schwab Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 06/01/2025 &#149;(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cooperatieve Rabobank UA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 06/29/2021 &#149;(i)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Agricole S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 01/23/2024 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Group AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 07/17/2023 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Doric Nimrod Air Alpha Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 05/30/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Doric Nimrod Air Finance Alpha Ltd. Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 11/30/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Emerald Bay S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/08/2020 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Equitable Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 04/20/2048</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ESH Hospitality, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 10/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fairfax Financial Holdings Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 04/29/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,727</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ford Motor Credit Co. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.410% due 12/01/2024 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fortress Transportation&nbsp;&amp; Infrastructure Investors LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 10/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 03/15/2022 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>48</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Capital Funding LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.400% due 05/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Capital International Funding Co. Unlimited Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.373% due 11/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSBC Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 09/28/2026 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/29/2023 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hudson Pacific Properties LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 01/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hunt Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 02/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Indian Railway Finance Corp. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.249% due 02/13/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ING Groep NV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 11/16/2026 &#149;(i)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kennedy-Wilson, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 04/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ladder Capital Finance Holdings LLLP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 02/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lloyds Banking Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 12/27/2024 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 06/27/2024 &#149;(i)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 09/27/2025 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due 06/27/2023 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 06/27/2029 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;4,537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Navient Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 08/01/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.150% due 03/10/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 01/25/2022 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Newmark Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 11/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nissan Motor Acceptance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.900% due 09/14/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.201% (US0003M &#043; 0.890%) due&nbsp;01/13/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 09/21/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oppenheimer Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 07/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pinnacol Assurance</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 06/25/2034 &laquo;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Regency Centers LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.700% due 06/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Royal Bank of Scotland Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 08/10/2020 &#149;(i)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 08/10/2025 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sabra Health Care LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.800% due 06/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Santander UK Group Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 06/24/2024 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 06/24/2022 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sberbank of Russia Via SB Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 02/07/2022 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Societe Generale S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 04/06/2028 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 10/04/2023 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Springleaf Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 03/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SVB Financial Group</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.125% due 06/05/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tesco Property Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.052% due 10/13/2039 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,559</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Toll Road Investors Partnership LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 02/15/2045 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TP ICAP PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 01/26/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UniCredit SpA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.830% due 12/04/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Unique Pub Finance Co. PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.659% due 06/30/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">961</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.395% due 03/28/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniti Group LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 02/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniti Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VEREIT Operating Partnership LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 11/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Voyager Aviation Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 08/15/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;83,444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 37.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AA Bond Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.875% due 07/31/2043 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Adient U.S. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due 04/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Aker BP ASA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 01/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Albertsons Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 02/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 01/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 02/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Alcon Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.600% due 05/27/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice Financing S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.250% due 01/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 05/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice France S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.125% due 02/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 05/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Amdocs Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.538% due 06/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">998</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Arconic Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 05/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 02/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Associated Materials LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due 01/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avon International Capital PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 08/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>B.C. Unlimited Liability Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bioceanico Sovereign Certificate Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/05/2034 (h)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Boeing Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.508% due 05/01/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 05/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.040% due 05/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.150% due 05/01/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.705% due 05/01/2040 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.805% due 05/01/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.930% due 05/01/2060 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bombardier, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 03/15/2022 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 10/15/2022 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 01/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 12/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 03/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 04/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due 12/01/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Brink&#146;s Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 07/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Broadcom, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.150% due 11/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.300% due 11/15/2032 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">868</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 04/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Camelot Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 11/01/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CCO Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 08/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 03/01/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Charter Communications Operating LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.800% due 03/01/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citrix Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due 03/01/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Worldwide Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 02/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Colt Merger Sub, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 07/01/2025 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Community Health Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 03/31/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;8,099</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 03/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 01/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Connect Finco SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 10/01/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Continental Airlines Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.150% due 10/11/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.707% due 10/02/2022 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Corning, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.450% due 11/15/2079</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Corp. GEO S.A.B. de C.V.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.875% due 03/27/2022 ^&laquo;(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CVS Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.507% due 01/10/2032 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dell International LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.200% due 07/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Delta Air Lines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 05/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 01/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 09/01/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.750% due 09/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DISH DBS Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 07/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DriveTime Automotive Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 06/01/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eldorado Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Empresa de Transporte de Pasajeros Metro S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.700% due 05/07/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Energizer Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 06/15/2028 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Energy Transfer Operating LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.900% due 05/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 05/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 05/15/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due 10/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Exela Intermediate LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% due 07/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Expedia Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 05/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 05/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ferroglobe PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.375% due 03/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Quantum Minerals Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 03/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Flex Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 06/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fresh Market, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 05/01/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 03/23/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Full House Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.575% due 01/31/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.738% due 02/02/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gap, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 05/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 05/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.875% due 05/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,077</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gartner, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 07/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.350% due 05/01/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 01/14/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.150% due 08/07/2037 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 01/10/2039 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Motors Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.800% due 10/01/2027 (l)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Griffon Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>49</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Income
Opportunity Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HCA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 09/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hilton Domestic Operating Co., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 05/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 05/01/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartCommunications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 05/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 05/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (3.625% Cash or 4.375% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due 05/15/2025 (d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (3.875% Cash or 4.625% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 05/15/2027 (d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (6.000% Cash or 6.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 05/15/2027 (d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (6.375% Cash or 7.125% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 05/15/2029 (d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Innophos Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.375% due 02/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Connect Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.500% due 02/15/2023 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 08/01/2023 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 02/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 10/15/2024 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;4,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 07/15/2025 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 06/01/2021 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.125% due 06/01/2023 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kraft Heinz Foods Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 05/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.950% due 07/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 03/01/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.200% due 07/15/2045 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 06/01/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Leidos, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due 05/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 05/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LifePoint Health, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 02/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mallinckrodt International Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 04/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Marriott Ownership Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 09/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mattel, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 12/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Melco Resorts Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 06/06/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 12/04/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 07/17/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MGM China Holdings Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 06/18/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 05/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Micron Technology, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.327% due 02/06/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Moody&#146;s Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 05/20/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NCL Corp. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due 12/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.250% due 05/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">861</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Netflix, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due 06/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 11/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 05/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 06/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 11/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Noble Holding International Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 02/01/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NVR, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 05/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NXP BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.700% due 05/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150% due 05/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.400% due 05/01/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="61%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Occidental Petroleum Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.842% (US0003M &#043; 1.450%) due&nbsp;08/15/2022 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,933</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Oil&nbsp;&amp; Gas Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/30/2020 (h)(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 02/01/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">868</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 06/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Drilling SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 10/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pan American Energy LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28.216% (BADLARPP) due&nbsp;11/20/2020 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Par Pharmaceutical, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PayPal Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.300% due 06/01/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 06/01/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petroleos Mexicanos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750% due 04/21/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.350% due 02/12/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due 01/28/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;2,365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.490% due 01/23/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/13/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">753</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 01/23/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 09/21/2047 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.840% due 01/23/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.950% due 01/28/2060 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.690% due 01/23/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petronas Capital Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 04/21/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.550% due 04/21/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.800% due 04/21/2060 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Picasso Finance Sub, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 06/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Platin 1426 GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 06/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 06/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Prime Security Services Borrower LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Qorvo, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 10/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Radiate Holdco LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 02/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Radiology Partners, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 02/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Refinitiv U.S. Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 05/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RELX Capital, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 05/22/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Royal Caribbean Cruises Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.125% due 06/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.875% due 06/01/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11.500% due 06/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Russian Railways via RZD Capital PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.487% due 03/25/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sabine Pass Liquefaction LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 05/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sands China Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 06/18/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due 08/08/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 08/08/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 08/08/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Seagate HDD Cayman</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.125% due 01/15/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sensata Technologies, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 02/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sirius XM Radio, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.125% due 07/01/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Six Flags Theme Parks, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 07/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Southwest Airlines Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 05/04/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 06/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 05/04/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Standard Industries, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 07/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Staples, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">T-Mobile</FONT> USA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.550% due 02/15/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">503</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TEGNA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 03/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance Co. BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 12/18/2022 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 11/10/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance Netherlands BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.200% due 07/21/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.800% due 07/21/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 04/15/2022 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 01/31/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Times Square Hotel Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.528% due 08/01/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Topaz Solar Farms LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 09/30/2039 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 09/30/2039 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;10,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TransDigm, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 11/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Guardian Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 01/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Pontus Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 08/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 11/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 01/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 02/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Trident TPI Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 08/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Triumph Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 06/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 09/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.625% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Unigel Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due 10/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>United Airlines Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 09/01/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">933</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">877</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>United Group BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.125% due 02/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due 02/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 07/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 02/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.500% due 05/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Vail Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 05/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Valaris PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 10/01/2044 ^(e)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 02/01/2026 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Vale Overseas Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 08/10/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 11/21/2036 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 11/10/2039 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ViaSat, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 09/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Viking Cruises Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13.000% due 05/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VMware, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.700% due 05/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Walt Disney Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 05/13/2040 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.600% due 01/13/2051 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.800% due 05/13/2060 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Western Midstream Operating LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.161% (US0003M &#043; 0.850%) due&nbsp;01/13/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 02/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>50</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="55%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WMG Acquisition Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 07/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wyndham Destinations, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due 03/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 03/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 04/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 04/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">493</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wynn Macau Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 12/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 01/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 10/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>YPF S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33.088% (BADLARPP &#043; 6.000%) due 03/04/2021 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zayo Group Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 03/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;151,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 9.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AT&amp;T, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 06/01/2041 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 06/01/2051 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850% due 06/01/2060 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CenturyLink, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 02/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Edison International</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 06/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 04/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gazprom Neft OAO Via GPN Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 09/19/2022 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gazprom OAO Via Gaz Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.999% due 01/23/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.510% due 03/07/2022 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 04/28/2034 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Drilling Norbe Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 12/01/2021 ^(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Drilling Norbe Ltd. (6.350% Cash and 1.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.350% due 12/01/2026 ^(d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">671</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Offshore Drilling Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.720% due 12/01/2022 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.450% due 08/15/2022 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 03/01/2026 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 09/15/2021 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 06/15/2023 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due 03/15/2027 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.400% due 08/15/2024 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 10/01/2020 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 06/15/2025 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 08/15/2042 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850% due 11/15/2023 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 12/01/2046 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 05/15/2021 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.300% due 03/15/2045 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 12/15/2041 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due 06/15/2043 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 02/15/2044 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 11/15/2043 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 01/15/2040 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.800% due 03/01/2037 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.050% due 03/01/2034 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,096</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 03/01/2039 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 02/15/2038 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas and Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% due 08/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petrobras Global Finance BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.093% due 01/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 12/14/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/16/2034 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RCS&nbsp;&amp; RDS S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500% due 02/05/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="60%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rio Oil Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 07/06/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 01/06/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Southern California Edison Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 02/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% due 10/01/2043 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 03/01/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 01/15/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.650% due 04/01/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sprint Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 11/15/2022 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sprint Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.125% due 06/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,085</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 09/15/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 09/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Talen Energy Supply LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Poseidon Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 02/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Corporate Bonds&nbsp;&amp; Notes (Cost&nbsp;$276,454)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;271,779</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONVERTIBLE BONDS&nbsp;&amp; NOTES 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 10/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ensco Jersey Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 01/31/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Convertible Bonds&nbsp;&amp; Notes (Cost $74)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>58</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MUNICIPAL BONDS&nbsp;&amp; NOTES 1.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ILLINOIS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chicago, Illinois General Obligation Bonds, Series 2015</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 01/01/2042</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chicago, Illinois General Obligation Bonds, Series 2017</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.045% due 01/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, (BABs), Series&nbsp;2010</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.725% due 04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.350% due 07/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, Series 2003</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.100% due 06/01/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>IOWA 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Iowa Tobacco Settlement Authority Revenue Bonds, Series 2005</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 06/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WEST VIRGINIA 0.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series
2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/01/2047 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.467% due 06/01/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Municipal Bonds&nbsp;&amp; Notes (Cost $4,562)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>4,064</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. GOVERNMENT AGENCIES 3.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fannie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 04/25/2042 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 06/25/2050 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.935% due 07/25/2029 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="62%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 02/25/2046 (b)(h)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;3,821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100% due 05/25/2020 - 02/25/2046&nbsp;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.700% due 11/25/2055 ~(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.010% due 10/25/2020 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.335% due 10/25/2029 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.910% due 06/25/2050 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.960% due 05/25/2050 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.115% due 05/15/2037 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniform Mortgage-Backed Security</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 10/01/2040</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniform Mortgage-Backed Security, TBA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000% due 09/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500% due 08/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total U.S. Government Agencies (Cost&nbsp;$14,217)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;14,146</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">NON-AGENCY</FONT> MORTGAGE-BACKED SECURITIES 31.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>American Home Mortgage Investment Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.455% due 03/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Anthracite Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.678% due 06/20/2041</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16.534% due 09/25/2035 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.117% due 12/20/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.687% due 03/20/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.799% due 12/20/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.988% due 10/20/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.122% due 10/20/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bancorp Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.935% due 08/15/2032 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bayview Commercial Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.405% due 03/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BCAP LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.209% due 05/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Adjustable Rate Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.345% due 03/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.591% due 08/25/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.673% due 06/25/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.871% due 09/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.178% due 10/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.606% due 09/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns <FONT STYLE="white-space:nowrap">ALT-A</FONT> Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.505% due 06/25/2046 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.885% due 01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.310% due 01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.458% due 04/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.497% due 08/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.552% due 05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.697% due 08/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 09/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850% due 11/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.879% due 07/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.886% due 05/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.938% due 11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BRAD Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.146% due 03/12/2021 &laquo;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.550% due 03/12/2021 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBA Commercial Small Balance Commercial Mortgage</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.040% due 01/25/2039 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.398% due 12/11/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.688% due 10/15/2048</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chase Mortgage Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 11/25/2021 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 03/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">692</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.794% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Global Markets Mortgage Securities, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 02/25/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>51</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Income
Opportunity Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.737% due 03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Lease-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 06/20/2031 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;6,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.252% due 12/10/2049 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.050% due 07/10/2046 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.435% due 06/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.525% due 09/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.525% due 10/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.535% due 05/25/2036 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.535% due 08/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.354% due 11/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 10/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 12/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 05/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 09/25/2032 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 07/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 06/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Home Loan Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.055% due 03/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.163% due 03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">706</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.196% due 06/20/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.427% due 08/25/2034 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.509% due 08/20/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.558% due 11/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.287% due 09/25/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 08/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse First Boston Mortgage Securities Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 05/25/2032</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.987% due 11/30/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.785% due 07/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.896% due 04/25/2036 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 05/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 08/26/2058</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.303% due 08/25/2062 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 07/26/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Debussy DTC PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.930% due 07/12/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Deutsche <FONT STYLE="white-space:nowrap">ALT-A</FONT> Securities, Inc. Mortgage Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335% due 02/25/2047 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Deutsche <FONT STYLE="white-space:nowrap">ALT-B</FONT> Securities, Inc. Mortgage Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 07/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Deutsche Mortgage Securities, Inc. Mortgage Loan&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 09/25/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Downey Savings&nbsp;&amp; Loan Association Mortgage Loan&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.374% due 04/19/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>European Residential Loan Securitisation DAC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.993% due 03/24/2063 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.993% due 03/24/2063 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eurosail PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.793% due 09/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.443% due 09/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.043% due 09/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Finsbury Square PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/16/2070 &#149;(c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Horizon Alternative Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.348% due 05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.422% due 08/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.446% due 02/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.569% due 11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 11/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Horizon Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.945% due 07/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.981% due 01/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GCAT LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.721% due 06/25/2025 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;8,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Commercial Mortgage Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.606% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GMAC Mortgage Corp. Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.699% due 07/19/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GreenPoint Mortgage Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.365% due 01/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GS Mortgage Securities Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.744% due 10/10/2032 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.744% due 10/10/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GS Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.226% due 08/10/2043 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSR Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.635% due 07/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.852% due 01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.038% due 12/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HarborView Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.384% due 02/19/2046 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.404% due 11/19/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.754% due 06/19/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.834% due 01/19/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.807% due 08/19/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HomeBanc Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.435% due 03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IM Pastor Fondo de Titulizacion de Activos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/22/2044 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Impac CMB Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.705% due 11/25/2035 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IndyMac Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.645% due 04/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.985% due 08/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.045% due 09/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.034% due 06/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.436% due 05/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,559</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.671% due 11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.810% due 12/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.706% due 05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.620% due 05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.790% due 07/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.945% due 10/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 08/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Landmark Mortgage Securities PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/17/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.416% due 06/17/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.960% due 04/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 05/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Adjustable Rate Mortgages Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.244% due 01/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.747% due 10/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Capital, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.340% due 07/15/2030 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.495% due 01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.442% due 07/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.767% due 01/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 12/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 08/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mortgage Equity Conversion Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 07/25/2060</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">506</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mortgage Funding PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.393% due 03/13/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Motel 6 Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.111% due 08/15/2024 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mulcair Securities DAC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.310% due 04/24/2071 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Prime Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.535% due 06/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 07/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="54%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Regal Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.489% due 09/29/2031 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Accredit Loans, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.395% due 06/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 04/25/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 08/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 01/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Securitization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 03/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;3,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Funding Mortgage Securities, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.151% due 07/27/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 06/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequoia Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 01/20/2038 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Adjustable Rate Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.675% due 01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Mortgage Investments Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.395% due 08/25/2036 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,471</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.645% due 05/25/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Securities Corp. Mortgage Pass-Through Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.520% due 01/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TBW Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TDA Mixto Fondo de Titulizacion de Activos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 12/28/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WaMu Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.725% due 07/25/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.240% due 07/25/2046 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.131% due 06/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.211% due 11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.224% due 03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.244% due 07/25/2037 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.528% due 03/25/2033 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.559% due 07/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Washington Mutual Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.354% due 10/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.725% due 06/25/2033 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells Fargo Mortgage-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.545% due 10/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.635% due 09/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities (Cost
$126,734)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;125,968</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ASSET-BACKED SECURITIES 27.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Acacia CDO 5 Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.114% due 11/08/2039 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.584% due 11/08/2039 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Access Financial Manufactured Housing Contract Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.650% due 05/15/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.910% due 05/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.035% due 08/25/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Asset-Backed Funding Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335% due 10/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.745% due 10/25/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.845% due 03/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500% due 09/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.124% due 07/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bombardier Capital Mortgage Securitization Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.830% due 06/15/2030 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,096</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cardiff Auto Receivables Securitisation</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.318% due 09/16/2025 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Conseco Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.220% due 03/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.530% due 02/01/2031 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Conseco Finance Securitizations Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.770% due 09/01/2031 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.960% due 05/01/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.060% due 09/01/2029 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,917</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.163% due 03/01/2033 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>52</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="61%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.325% due 06/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.525% due 12/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.460% due 02/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.693% due 10/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates Trust, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.965% due 11/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Crecera Americas LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.563% due 08/31/2020 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse First Boston Mortgage Securities Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.235% due 02/25/2031 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit-Based Asset Servicing&nbsp;&amp; Securitization CBO&nbsp;Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.568% due 09/06/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,846</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit-Based Asset Servicing&nbsp;&amp; Securitization LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.505% due 12/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Euromax ABS PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.082% due 11/10/2095 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>FBR Securitization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.865% due 10/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Greenpoint Manufactured Housing</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.300% due 10/15/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSAMP Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.325% due 12/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Helios Issuer LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.980% due 06/20/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.525% due 04/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Home Equity Mortgage Loan Asset-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.425% due 04/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;9,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.505% due 04/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,897</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Mortgage Acquisition Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.265% due 08/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.375% due 03/25/2047 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">KGS-Alpha</FONT> SBA COOF Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.846% due 04/25/2038 &laquo;~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Labrador Aviation Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.300% due 01/15/2042 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman ABS Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.275% due 06/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,878</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Long Beach Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.375% due 02/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.455% due 05/25/2046 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.890% due 11/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Marlette Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 09/17/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/15/2030 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley ABS Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.220% due 01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.365% due 03/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Dean Witter Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.610% due 02/25/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>National Collegiate Commutation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/25/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NovaStar Mortgage Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.355% due 11/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oakwood Mortgage Investors, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.415% due 06/15/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Option One Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.325% due 01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.662% due 01/25/2037 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Origen Manufactured Housing Contract Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.150% due 03/15/2032 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ownit Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.097% due 10/25/2035 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Park Place Securities, Inc. Asset-Backed Pass-Through&nbsp;Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.060% due 10/25/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Putnam Structured Product Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.584% due 10/15/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="54%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.310% due 08/25/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Saxon Asset Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.160% due 12/26/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securitized Asset-Backed Receivables LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.415% due 02/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.860% due 01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SLM Student Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/25/2042 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SMB Private Education Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/15/2048 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SoFi Professional Loan Program LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/25/2039 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 09/25/2040 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Soloso CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.707% due 10/07/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>South Coast Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.633% due 01/06/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,524</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Specialty Underwriting&nbsp;&amp; Residential Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335% due 06/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Investment Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.625% due 01/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Securities Corp. Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.485% due 06/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Talon Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.817% due 06/05/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UCFC Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 04/15/2030 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Asset-Backed Securities (Cost&nbsp;$112,578)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;111,101</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SOVEREIGN ISSUES 7.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argentina Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000% due 08/05/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37,924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500% due 07/22/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.375% due 01/15/2023 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.380% due 12/31/2038 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 01/15/2028 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 11/09/2047 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.820% due 12/31/2033 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.820% due 12/31/2033 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15.500% due 10/17/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26.415% (BADLARPP &#043; 2.000%) due 04/03/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39,677</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30.022% (BADLARPP) due&nbsp;10/04/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Autonomous City of Buenos Aires Argentina</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29.825% (BADLARPP &#043; 5.000%) due 01/23/2022 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.995% due 03/29/2024 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">113,639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ghana Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 02/11/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 02/11/2035 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Guatemala Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 04/24/2032 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 06/01/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Israel Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.800% due 05/13/2060 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mexico Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due 04/27/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">322</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 04/27/2032 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 04/27/2051 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Peru Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.392% due 01/23/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.783% due 01/23/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 08/12/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.940% due 02/12/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.940% due 02/12/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.150% due 08/12/2032</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 08/12/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,075</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.900% due 08/12/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.950% due 08/12/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.200% due 08/12/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.200% due 08/12/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="60%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Provincia de Buenos Aires</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28.192% due 04/12/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">241,565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28.192% due 04/12/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.817% due 05/31/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Serbia Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.125% due 05/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>South Africa Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.850% due 09/30/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 09/30/2049 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Turkey Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 06/14/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 03/13/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 03/31/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.200% due 02/16/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 03/13/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.600% due 11/14/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due 04/26/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ukraine Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 01/27/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Venezuela Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/09/2020 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due 10/13/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 09/15/2027 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Sovereign Issues (Cost $41,509)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;28,413</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMON STOCKS 1.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc. (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">363,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. &laquo;(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. &#145;A&#146; (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONSUMER DISCRETIONARY 0.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp.&nbsp;(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">219,638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ENERGY 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. (f)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70,779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. &laquo;(f)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">351,593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. SP - ADR&nbsp;(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services Ltd.&nbsp;(f)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>McDermott International, Inc. &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">180,732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">669</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sierra &#043;Hamilton Holder LLC&nbsp;&laquo;(f)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC &laquo;(f)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE 0.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniti Group, Inc. &laquo;&#134;(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">182,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eneva S.A. (f)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TexGen Power LLC &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33,708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,087</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Common Stocks (Cost $10,261)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>6,823</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WARRANTS 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. - Exp.&nbsp;05/01/2039</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131,768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>53</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Income
Opportunity Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="63%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Corp. - Exp. 04/28/2024 &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">279,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Warrants (Cost $2,857)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;1,100</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PREFERRED SECURITIES 3.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 2.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AGFC Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.969% (US0003M &#043; 1.750%) due&nbsp;01/15/2067 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,300,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banco Bilbao Vizcaya Argentaria S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.875% due 04/14/2021 &#149;(i)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Stichting AK Rabobank Certificaten</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 12/29/2049 (i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,694,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 1.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 01/21/2021 &#149;(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">174,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Corp. (12.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.000% <B>&laquo;</B>(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Preferred Securities (Cost $15,971)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;14,321</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="61%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE INVESTMENT TRUSTS 1.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE 1.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VICI Properties, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">340,104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Real Estate Investment Trusts (Cost&nbsp;$4,976)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>6,867</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT-TERM INSTRUMENTS 5.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REPURCHASE AGREEMENTS (m) 3.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;15,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT-TERM NOTES 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argentina Treasury Bond BONCER</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.100% due 04/17/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ARGENTINA TREASURY BILLS 0.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28.142% due 07/31/2020 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30.365% due 08/28/2020 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.557% due 07/13/2020 - 10/29/2020 (g)(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.786% due 09/18/2020 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. TREASURY BILLS 0.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.138% due 07/16/2020 - 09/17/2020 (g)(h)(q)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Short-Term Instruments<BR>(Cost $20,269)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>20,053</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments in Securities<BR>(Cost $737,484)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>693,538</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4" COLSPAN="9"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments 172.6%<BR>(Cost $737,484)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>693,538</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative<BR>Instruments (o)(p) (0.5)%</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(Cost or Premiums, net $(5,579))</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P> <P STYLE="margin-left:0em; text-indent:0em"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(1,992</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Other Assets and Liabilities, net (72.1)%</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;(289,756</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Assets 100.0%</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>401,790</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>NOTES TO SCHEDULE OF&nbsp;INVESTMENTS: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>*</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>A zero balance may reflect actual amounts rounding to less than one&nbsp;thousand. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>^</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is in&nbsp;default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&laquo;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security valued using significant unobservable inputs (Level&nbsp;3). </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&micro;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be
determined at the time of funding. See Note 4, Securities and Other Investments, in the Notes to Financial Statements for more information regarding unfunded loan&nbsp;commitments. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>~</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are
not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a
reference rate and/or spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&#149;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and
may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&thorn;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in
effect as of period&nbsp;end. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&#134;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forward Commitment Transaction. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(a)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is an Interest Only (&#147;IO&#148;) or IO&nbsp;Strip. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(b)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal only&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(c)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>When-issued&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(d)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payment <FONT STYLE="white-space:nowrap">in-kind&nbsp;security.</FONT> </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(e)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is not accruing income as of the date of this&nbsp;report. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(f)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security did not produce income within the last twelve&nbsp;months. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(g)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents&nbsp;a weighted average&nbsp;yield to&nbsp;maturity. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(h)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zero coupon&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(i)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Perpetual maturity; date shown, if applicable, represents next contractual call&nbsp;date. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(j)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is subject to a forbearance agreement entered into by the Fund which forbears the Fund from taking action to, among
other things, accelerate and collect payments on the subject note with respect to specified events of default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(k)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Contingent convertible&nbsp;security. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(l)&nbsp;&nbsp;RESTRICTED&nbsp;SECURITIES:</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="52%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="8%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="8%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="8%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Issuer&nbsp;Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of&nbsp;Net&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Dommo Energia&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/21/2017&nbsp;-&nbsp;12/26/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.01</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Dommo Energia&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.02</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Eneva&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">12/21/2017&nbsp;-&nbsp;12/03/2019</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.03</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forbes Energy Services&nbsp;Ltd.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/11/2014&nbsp;-&nbsp;07/31/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">General Motors Co. 6.800% due&nbsp;10/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.06</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Otterham Property Finance Designated Activity Company 3.000% due&nbsp;09/03/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/26/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;10,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;9,993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pinnacol Assurance 8.625% due&nbsp;06/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>54</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="60%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Issuer&nbsp;Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of&nbsp;Net&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sierra Hamilton Holder&nbsp;LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Uniti Group, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Westmoreland Mining Holdings&nbsp;LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/26/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;15,942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;15,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="4" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER
FINANCING&nbsp;TRANSACTIONS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(m)&nbsp;&nbsp;REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="46%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Lending<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateralized&nbsp;By</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;8,554</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Inflation Protected Securities 0.125%&nbsp;due&nbsp;04/15/2022</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SAL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.130</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,900</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Bills 0.000% due&nbsp;08/13/2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(15,765</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;15,454</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;15,454</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REVERSE
REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="32%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,064</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(414</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(706</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BYR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/31/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(15,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(15,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CDC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CEW</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>55</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Income
Opportunity Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="31%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,006</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CSG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,087</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,087</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,056</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,056</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DBL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DEU</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,981</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FOB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GSC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,067</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,839</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,079</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SAL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,661</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,064</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TDM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(889</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>56</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="29%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,066</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.934</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(300,519</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT SALES: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="56%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Coupon</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Proceeds</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable for<BR>Short&nbsp;Sales</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government Agencies&nbsp;(0.1)%</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Uniform Mortgage-Backed Security,&nbsp;TBA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Short Sales&nbsp;(0.1)%</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(525</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(526</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER
FINANCING TRANSACTIONS&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of Borrowings and Other Financing Transactions and collateral pledged/(received) as of June&nbsp;30,&nbsp;2020: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="38%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Borrowings&nbsp;and<BR>Other&nbsp;Financing<BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;
Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Global/Master Repurchase&nbsp;Agreement</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(51,440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(51,440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58,544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BYR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CDC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CEW</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CSG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DBL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DEU</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,981</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,981</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FOB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GSC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SAL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(58,372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(58,372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;64,772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;6,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TDM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(44,215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(44,215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57,044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;12,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Borrowings and Other Financing&nbsp;Transactions</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;15,454</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(300,519</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>57</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Income
Opportunity Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED&nbsp;BORROWINGS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>Remaining Contractual Maturity of the&nbsp;Agreements </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="55%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Overnight&nbsp;and<BR>Continuous</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Up&nbsp;to&nbsp;30&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">31-90&nbsp;days</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Greater&nbsp;Than&nbsp;90&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(90,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(43,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(43,697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(181,939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(33,129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(28,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,871</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total&nbsp;Borrowings</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(3,869</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(126,613</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(94,470</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(47,910</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(272,862</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payable for reverse repurchase agreements<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"></SUP>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(272,862</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(n)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $370,483 have been pledged as collateral under the terms of the above master
agreements as of June&nbsp;30,&nbsp;2020. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes accrued&nbsp;interest. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The average amount of borrowings outstanding during the period ended June&nbsp;30, 2020 was $(206,919) at a weighted average interest rate
of 2.099%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the&nbsp;period. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Open maturity reverse repurchase&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from
borrowings and other financing transactions can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for
more&nbsp;information. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Unsettled reverse repurchase agreements liability of $(27,657) is outstanding at period&nbsp;end. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(o)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS:
EXCHANGE-TRADED OR CENTRALLY&nbsp;CLEARED </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL&nbsp;PROTECTION<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Reference&nbsp;Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>June&nbsp;30,&nbsp;2020<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Bombardier,&nbsp;Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24.293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Bombardier,&nbsp;Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23.703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Rolls-Royce&nbsp;PLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR&nbsp;&nbsp;&nbsp;&nbsp;1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sprint Communications,&nbsp;Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$&nbsp;&nbsp;&nbsp;&nbsp;1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="5" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="5" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INTEREST RATE&nbsp;SWAPS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="8%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="30%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Pay/Receive <BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Floating&nbsp;Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT>
<FONT STYLE="white-space:nowrap">CAD-Bank&nbsp;Bill</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT>
<FONT STYLE="white-space:nowrap">CAD-Bank&nbsp;Bill</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/26/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">671</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/19/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/21/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/16/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">01/15/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/12/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/11/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;
AUD-BBR-BBSW</FONT></FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">AUD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/18/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;GBP-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/18/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;GBP-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/18/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,706</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,064</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="5" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,837</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;17,407</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;14,570</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;103</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(221</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="20" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>58</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED
OR CENTRALLY CLEARED&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following
is a summary of the market value and variation margin of Exchange-Traded or Centrally Cleared Financial Derivative Instruments as of June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="56%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Asset</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Liability</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Exchange-Traded or Centrally&nbsp;Cleared</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;103</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;103</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(221)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(221)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cash of $7,750 has been
pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of June&nbsp;30, 2020. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more&nbsp;information.</B> </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on
corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced
entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s credit soundness and a greater
likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&#146;s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">This instrument has a forward starting effective date. See Note 2, Securities Transactions and Investment Income, in the Notes to
Financial Statements for further&nbsp;information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(p)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE&nbsp;COUNTER </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FORWARD FOREIGN CURRENCY&nbsp;CONTRACTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="40%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,006</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91,440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DUB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FBF</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">IDR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,466,682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,897</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">661</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>59</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Income
Opportunity Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="41%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,062</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">INR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">157,375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CLP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">315,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UAG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40,991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Forward Foreign Currency&nbsp;Contracts</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;423</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,020</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON
CORPORATE AND SOVEREIGN ISSUES - SELL&nbsp;PROTECTION<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="38%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Reference&nbsp;Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>June&nbsp;30,&nbsp;2020<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;
Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Russia Government International&nbsp;Bond</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Russia Government International&nbsp;Bond</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Russia Government International&nbsp;Bond</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Teva Pharmaceutical Finance Co.&nbsp;BV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Russia Government International&nbsp;Bond</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="5" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="5" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT
DEFAULT SWAPS ON CREDIT INDICES - SELL&nbsp;PROTECTION<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="51%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Index/Tranches</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></B>
</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;
Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.AA.6-1&nbsp;Index</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/25/2045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.PENAAA.7-1&nbsp;Index</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/25/2037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,742</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,465</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,278</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="20" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: OVER THE COUNTER&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral pledged/(received) as of June&nbsp;30,&nbsp;2020: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
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<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
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<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Market<BR>Value&nbsp;of&nbsp;OTC<BR>Derivatives</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(51</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(51</FONT></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DUB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FBF</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">292</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(290</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(302</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UAG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Over the&nbsp;Counter</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;423</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;424</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,020</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,278</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,298</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(q)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $1,925 have been pledged as collateral for financial derivative instruments as
governed by International Swaps and Derivatives Association, Inc. master agreements as of June&nbsp;30,&nbsp;2020. </B></FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>60</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on
corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced
entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s credit soundness and a greater
likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&#146;s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from OTC
financial derivative instruments can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more&nbsp;information.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE OF FINANCIAL
DERIVATIVE&nbsp;INSTRUMENTS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a
summary of the fair valuation of the Fund&#146;s derivative instruments categorized by risk exposure. See Note 7, Principal Risks, in the Notes to Financial Statements on risks of the&nbsp;Fund. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fair Values of Financial Derivative Instruments on the
Statements of Assets and Liabilities as of June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="44%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The effect of Financial
Derivative Instruments on the Statements of Operations for the period ended June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="42%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Realized Gain (Loss) on Financial Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(11,887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(12,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>61</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Income
Opportunity Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="45%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Change in Unrealized Appreciation (Depreciation) on Financial
Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;17,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;16,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE&nbsp;MEASUREMENTS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the fair
valuations according to the inputs used as of June&nbsp;30, 2020 in valuing the Fund&#146;s assets and<B></B>&nbsp;liabilities: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="48%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;33,462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">88,845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80,221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83,444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;151,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;151,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Convertible Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Municipal Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Illinois</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Iowa</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">West&nbsp;Virginia</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">125,569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">125,968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">111,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Consumer&nbsp;Discretionary</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,087</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate Investment&nbsp;Trusts</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real&nbsp;Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="46%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Short-Term&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Repurchase&nbsp;Agreements</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Short-Term&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Argentina Treasury&nbsp;Bills</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury&nbsp;Bills</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total&nbsp;Investments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">634,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">693,538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Short Sales, at Value -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total Financial Derivative&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;10,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;632,245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;48,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;691,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>62</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a reconciliation of the fair
valuations using significant unobservable inputs (Level 3) for the Fund during the period ended June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="35%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Sales/Settlements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;into<BR>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;out<BR>of&nbsp;Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Change&nbsp;in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held&nbsp;
at<BR>06/30/2020<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39,876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33,462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">669</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,087</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;18,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;42,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(6,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(11,512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;5,787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;48,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(7,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of
significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level&nbsp;3 of the fair value&nbsp;hierarchy: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="26%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category&nbsp;and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Valuation<BR>Technique</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unobservable<BR>Inputs</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(% Unless Noted&nbsp;Otherwise)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Input&nbsp;Value(s)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Weighted<BR>Average</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Discounted Cash&nbsp;Flow</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Discount&nbsp;Rate</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Market&nbsp;Based&nbsp;Approach</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Recovery&nbsp;Value</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Liquidity&nbsp;Discount</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Third Party&nbsp;Vendor</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63.000-108.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81.171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Option&nbsp;Adjusted&nbsp;Spread</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">660.300&nbsp;bps</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency&nbsp;Mortgage-Backed&nbsp;Securities</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500-96.125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Asset-Backed&nbsp;Securities</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.391-53,400.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41,301.498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">669</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Third Party&nbsp;Vendor</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Future Dividend Rate</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,087</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Indicative&nbsp;Market&nbsp;Quotation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fundamental&nbsp;Valuation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Company Equity&nbsp;Value</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;526,100,000.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;48,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on
Investments Held at June&nbsp;30, 2020 may be due to an investment no longer held or categorized as Level&nbsp;3 at period&nbsp;end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not
considered significant to the&nbsp;Fund. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>63</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_31"></A>Schedule of Investments <FONT
STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Strategic Income Fund, Inc.</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(Amounts in thousands*, except number of shares, contracts and units, if any) </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INVESTMENTS IN SECURITIES 313.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>LOAN PARTICIPATIONS AND ASSIGNMENTS 11.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Advanz Pharma Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.568% (LIBOR03M &#043; 5.500%) due&nbsp;09/06/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Al Convoy (Luxembourg) SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% (LIBOR03M &#043; 3.500%) due&nbsp;01/17/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice France S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.185% (LIBOR03M &#043; 4.000%) due&nbsp;08/14/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Boels Topholding BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due&nbsp;02/05/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Core&nbsp;&amp; Main LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% (LIBOR03M &#043; 2.750%) due&nbsp;08/01/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% (LIBOR03M &#043; 3.750%) due&nbsp;09/02/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Elanco Animal Health, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due&nbsp;02/04/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.928% (LIBOR03M &#043; 3.750%) due&nbsp;10/10/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;5,439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fleet U.S. Bidco, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.322% (LIBOR03M &#043; 3.250%) due&nbsp;10/07/2026 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services LLC (5.000% Cash and 11.000%&nbsp;PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16.000% (LIBOR03M &#043; 5.000%) due&nbsp;04/13/2021 &laquo;~(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ingersoll Rand Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.928% (LIBOR03M &#043; 1.750%) due&nbsp;03/01/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Innophos, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.928% (LIBOR03M &#043; 3.750%) due&nbsp;02/04/2027 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% (LIBOR03M &#043; 5.500%) due&nbsp;07/13/2022 ~&micro;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% (PRIME &#043; 4.750%) due&nbsp;11/27/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IRB Holding Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% (LIBOR03M &#043; 2.750%) due&nbsp;02/05/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Jefferies Finance LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.188% (LIBOR03M &#043; 3.000%) due&nbsp;06/03/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>McDermott Technology Americas, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.178% (LIBOR03M &#043; 3.000%) due&nbsp;06/30/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.178% (LIBOR03M &#043; 4.000%) due&nbsp;06/30/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Messer Industrie GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.808% (LIBOR03M &#043; 2.500%) due&nbsp;03/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MH Sub LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.572% (LIBOR03M &#043; 3.750%) due&nbsp;09/13/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NCI Building Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.941% (LIBOR03M &#043; 3.750%) due&nbsp;04/12/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Neiman Marcus Group Ltd. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due&nbsp;05/08/2025 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% - 2.000% due&nbsp;10/25/2023 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14.000% (LIBOR03M &#043; 12.750%) due&nbsp;10/07/2020 &laquo;~&micro;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.429% (LIBOR03M &#043; 3.250%) due&nbsp;06/30/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due&nbsp;02/22/2049 ^&laquo;(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PetSmart, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% (LIBOR03M &#043; 4.000%) due&nbsp;03/11/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="56%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PUG LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.678% (LIBOR03M &#043; 3.500%) due&nbsp;02/12/2027 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Mezzanine Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% (LIBOR03M &#043; 5.000%) due&nbsp;11/28/2021 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% (LIBOR03M &#043; 9.000%) due&nbsp;04/28/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sotera Health Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% (LIBOR03M &#043; 4.500%) due&nbsp;12/11/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SS&amp;C Technologies, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.928% (LIBOR03M &#043; 1.750%) due&nbsp;04/16/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Starfruit Finco BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.188% (LIBOR03M &#043; 3.000%) due&nbsp;10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Summer (BC) Holdco B SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.331% (LIBOR03M &#043; 4.750%) due&nbsp;12/04/2026 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Syniverse Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.873% (LIBOR03M &#043; 5.000%) due&nbsp;03/09/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.178% (LIBOR03M &#043; 5.000%) due&nbsp;06/26/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.928% - 3.750% (LIBOR03M &#043; 2.750%) due&nbsp;03/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% (LIBOR03M &#043; 8.250%) due&nbsp;03/15/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC (15.000%&nbsp;PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15.000% due&nbsp;03/15/2029 &laquo;(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Windstream Services LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% (PRIME &#043; 5.000%) due&nbsp;03/29/2021 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Loan Participations and Assignments (Cost $38,985)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;28,859</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CORPORATE BONDS&nbsp;&amp; NOTES 40.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 10.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ally Financial, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;11/01/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ambac LSNI LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;02/12/2023 &#149;(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ardonagh Midco PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due&nbsp;07/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banco de Credito del Peru</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% due&nbsp;09/17/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bank of Nova Scotia</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.900% due&nbsp;06/04/2025 &#149;(j)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays Bank PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due&nbsp;11/21/2022 (l)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">871</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due&nbsp;09/15/2024 &#149;(j)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;06/15/2024 &#149;(j)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BGC Partners, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due&nbsp;10/01/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Brookfield Finance, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due&nbsp;01/25/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.700% due&nbsp;09/20/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cantor Fitzgerald LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due&nbsp;05/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBL&nbsp;&amp; Associates LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due&nbsp;10/15/2024 ^(e)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due&nbsp;12/01/2023 ^(e)(k)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due&nbsp;12/15/2026 ^(e)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Group AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;07/17/2023 &#149;(j)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Emerald Bay S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;10/08/2020 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Equitable Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due&nbsp;04/20/2048</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ESH Hospitality, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due&nbsp;10/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fortress Transportation&nbsp;&amp; Infrastructure Investors&nbsp;LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;10/01/2025 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Capital International Funding Co. Unlimited Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.418% due&nbsp;11/15/2035 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Highwoods Realty LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.050% due&nbsp;02/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSBC Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due&nbsp;09/28/2026 &#149;(j)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hudson Pacific Properties LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.950% due&nbsp;11/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hunt Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;02/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ING Groep NV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;11/16/2026 &#149;(j)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kennedy-Wilson, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due&nbsp;04/01/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kilroy Realty LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.050% due&nbsp;02/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>National Retail Properties, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500% due&nbsp;04/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Newmark Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due&nbsp;11/15/2023 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oppenheimer Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due&nbsp;07/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pinnacol Assurance</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due&nbsp;06/25/2034 &laquo;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Regency Centers LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due&nbsp;09/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Royal Bank of Scotland Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;08/10/2025 &#149;(j)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sabra Health Care LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.800% due&nbsp;06/01/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sberbank of Russia Via SB Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due&nbsp;02/07/2022 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Societe Generale S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due&nbsp;10/04/2023 &#149;(j)(l)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Spirit Realty LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.400% due&nbsp;01/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Springleaf Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due&nbsp;03/15/2025 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>STORE Capital Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due&nbsp;03/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TP ICAP PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due&nbsp;01/26/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due&nbsp;05/29/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UniCredit SpA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.830% due&nbsp;12/04/2023 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniti Group LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due&nbsp;02/15/2025 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniti Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;04/15/2023 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">906</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;27,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 23.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AA Bond Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.875% due&nbsp;07/31/2043 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Alaska Airlines Class&nbsp;A Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.800% due&nbsp;02/15/2029 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice Financing S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.250% due&nbsp;01/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;05/15/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Arconic Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due&nbsp;02/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Associated Materials LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due&nbsp;01/01/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avon International Capital PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;08/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>64</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>B.C. Unlimited Liability Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due&nbsp;01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Boeing Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.508% due&nbsp;05/01/2023 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due&nbsp;05/01/2025 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.040% due&nbsp;05/01/2027 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.150% due&nbsp;05/01/2030 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.705% due&nbsp;05/01/2040 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.805% due&nbsp;05/01/2050 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.930% due&nbsp;05/01/2060 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">878</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bombardier, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;10/15/2022 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due&nbsp;01/15/2023 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;12/01/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;03/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due&nbsp;04/15/2027 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">851</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Camelot Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due&nbsp;11/01/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CCO Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due&nbsp;08/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due&nbsp;03/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Charter Communications Operating LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.800% due&nbsp;03/01/2050 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citrix Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due&nbsp;03/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Worldwide Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due&nbsp;02/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Community Health Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;03/31/2023 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;03/15/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due&nbsp;01/15/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Connect Finco SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due&nbsp;10/01/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Corning, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.450% due&nbsp;11/15/2079</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CVS Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.507% due&nbsp;01/10/2032 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Delta Air Lines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due&nbsp;01/15/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DISH DBS Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due&nbsp;07/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eldorado Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;09/15/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Energy Transfer Operating LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.900% due&nbsp;05/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due&nbsp;05/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due&nbsp;05/15/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due&nbsp;10/15/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Exela Intermediate LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% due&nbsp;07/15/2023 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ferroglobe PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.375% due&nbsp;03/01/2022 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Quantum Minerals Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;03/01/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due&nbsp;03/01/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Flex Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due&nbsp;06/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;03/23/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Full House Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.575% due&nbsp;01/31/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.738% due&nbsp;02/02/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.350% due&nbsp;05/01/2050 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due&nbsp;01/14/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.150% due&nbsp;08/07/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Griffon Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HCA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due&nbsp;09/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartCommunications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due&nbsp;05/01/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (3.625% Cash or 4.375%&nbsp;PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due&nbsp;05/15/2025 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="61%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (3.875% Cash or 4.625%&nbsp;PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due&nbsp;05/15/2027 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (6.000% Cash or 6.750%&nbsp;PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;05/15/2027 (d)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (6.375% Cash or 7.125%&nbsp;PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due&nbsp;05/15/2029 (d)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Connect Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.500% due&nbsp;02/15/2023 ^(e)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;08/01/2023 ^(e)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;02/15/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due&nbsp;10/15/2024 ^(e)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;2,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due&nbsp;07/15/2025 ^(e)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due&nbsp;06/01/2021 ^(e)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kinder Morgan, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.300% due&nbsp;12/01/2034 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due&nbsp;01/15/2032 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LifePoint Health, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due&nbsp;02/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mattel, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due&nbsp;12/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Micron Technology, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.327% due&nbsp;02/06/2029 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NCL Corp. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due&nbsp;12/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Netflix, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due&nbsp;06/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due&nbsp;11/15/2029 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due&nbsp;05/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due&nbsp;06/15/2030 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due&nbsp;11/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Noble Holding International Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due&nbsp;02/01/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oracle Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850% due&nbsp;04/01/2060 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due&nbsp;06/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Drilling SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due&nbsp;10/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pan American Energy LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28.216% (BADLARPP) due&nbsp;11/20/2020&nbsp;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Par Pharmaceutical, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;04/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petroleos Mexicanos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750% due&nbsp;04/21/2027 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.350% due&nbsp;02/12/2028 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due&nbsp;01/28/2031 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.490% due&nbsp;01/23/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;03/13/2027 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due&nbsp;09/21/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.840% due&nbsp;01/23/2030 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.840% due&nbsp;01/23/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.950% due&nbsp;01/28/2060 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.690% due&nbsp;01/23/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Picasso Finance Sub, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due&nbsp;06/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Platin 1426 GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due&nbsp;06/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Qorvo, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due&nbsp;10/15/2029 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Radiate Holdco LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due&nbsp;02/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sands China Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due&nbsp;08/08/2023 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due&nbsp;08/08/2025 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due&nbsp;08/08/2028 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sensata Technologies, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due&nbsp;02/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Spanish Broadcasting System, Inc.&nbsp;^</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.500% due&nbsp;04/15/2049 (e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Staples, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;04/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TEGNA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due&nbsp;03/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due&nbsp;11/10/2021 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance Co. BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due&nbsp;11/10/2021 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance Netherlands BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.200% due&nbsp;07/21/2021 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Topaz Solar Farms LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due&nbsp;09/30/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">987</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;09/30/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TransDigm, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;11/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Guardian Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due&nbsp;01/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Pontus Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due&nbsp;08/01/2025 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due&nbsp;11/01/2025 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;02/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Triumph Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due&nbsp;06/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;09/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.625% due&nbsp;07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UAL Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.636% due&nbsp;01/02/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Unigel Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due&nbsp;10/01/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Valaris PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;10/01/2044 ^(e)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due&nbsp;02/01/2026 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Vale Overseas Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;08/10/2026 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due&nbsp;11/21/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due&nbsp;11/10/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Vale S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due&nbsp;01/10/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ViaSat, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due&nbsp;09/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due&nbsp;04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Western Midstream Operating LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.161% (US0003M &#043; 0.850%) due&nbsp;01/13/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due&nbsp;02/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wyndham Destinations, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due&nbsp;03/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due&nbsp;03/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>YPF S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30.917% (BADLARPP &#043; 4.000%) due&nbsp;09/24/2020 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;60,072</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 7.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AT&amp;T, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due&nbsp;06/01/2041 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due&nbsp;06/01/2051 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850% due&nbsp;06/01/2060 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CenturyLink, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due&nbsp;02/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Edison International</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;06/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;04/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gazprom Neft OAO Via GPN Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;11/27/2023 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gazprom OAO Via Gaz Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due&nbsp;04/28/2034 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Offshore Drilling Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.720% due&nbsp;12/01/2022 ^(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due&nbsp;03/01/2026 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due&nbsp;12/01/2027 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>65</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Strategic
Income Fund, Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="60%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.400% due&nbsp;08/15/2024 ^(e)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,435</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due&nbsp;06/15/2025 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due&nbsp;06/15/2043 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.800% due&nbsp;03/01/2037 ^(e)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas and Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due&nbsp;08/01/2023 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;3,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petrobras Global Finance BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.093% due&nbsp;01/15/2030 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rio Oil Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due&nbsp;07/06/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">493</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due&nbsp;01/06/2027 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Southern California Edison Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due&nbsp;03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due&nbsp;02/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due&nbsp;03/01/2049 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;01/15/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.650% due&nbsp;04/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sprint Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;11/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sprint Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.125% due&nbsp;06/15/2024 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due&nbsp;09/15/2021 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Talen Energy Supply LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due&nbsp;01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Poseidon Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due&nbsp;02/01/2027 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Corporate Bonds&nbsp;&amp; Notes (Cost&nbsp;$109,429)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;106,460</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONVERTIBLE BONDS&nbsp;&amp; NOTES 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ensco Jersey Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due&nbsp;01/31/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Convertible Bonds&nbsp;&amp; Notes (Cost $9)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>2</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MUNICIPAL BONDS&nbsp;&amp; NOTES 1.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ILLINOIS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chicago, Illinois General Obligation Bonds, Series&nbsp;2017</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.045% due&nbsp;01/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, (BABs), Series&nbsp;2010</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.725% due&nbsp;04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.350% due&nbsp;07/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, Series&nbsp;2003</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.100% due&nbsp;06/01/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WEST VIRGINIA 1.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series
2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;06/01/2047 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.467% due&nbsp;06/01/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Municipal Bonds&nbsp;&amp; Notes (Cost $3,352)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>2,896</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. GOVERNMENT AGENCIES 205.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fannie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.108% due&nbsp;12/25/2042 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500% due&nbsp;12/25/2027 (a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due&nbsp;06/25/2050 (a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,797</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.134% due&nbsp;08/25/2054 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due&nbsp;07/25/2036 - 12/25/2049&nbsp;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.821% due&nbsp;03/01/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due&nbsp;06/25/2050 (a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due&nbsp;11/25/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.285% due&nbsp;12/01/2028 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.325% due&nbsp;11/01/2027 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="67%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due&nbsp;07/25/2040 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.510% due&nbsp;09/01/2028 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due&nbsp;01/25/2038 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due&nbsp;07/25/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.242% due&nbsp;12/25/2042 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;07/25/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;11/25/2032 - 04/25/2035&nbsp;(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;5,731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.552% due&nbsp;02/25/2042 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.723% due&nbsp;06/25/2043 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;06/25/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.773% due&nbsp;10/25/2042 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.807% due&nbsp;08/25/2043</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.816% due&nbsp;10/25/2049 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.866% due&nbsp;02/25/2049 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.926% due&nbsp;07/25/2050 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.935% due&nbsp;07/25/2029 &#149;(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;09/25/2031 - 01/25/2044</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.172% due&nbsp;10/25/2042 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;06/25/2023 - 11/01/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;02/01/2028 - 09/01/2033&nbsp;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.566% due&nbsp;07/25/2041 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.850% due&nbsp;12/18/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due&nbsp;06/18/2027 - 01/01/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due&nbsp;09/25/2041 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;10/25/2022 - 06/25/2044</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;06/19/2041 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.700% due&nbsp;03/25/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.808% due&nbsp;06/19/2041 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;09/25/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due&nbsp;10/25/2021 - 06/25/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.399% due&nbsp;05/15/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.427% due&nbsp;07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;02/25/2046 (b)(h)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100% due&nbsp;02/25/2046 (a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.079% due&nbsp;11/25/2045 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.335% due&nbsp;05/15/2038 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.497% due&nbsp;08/15/2036 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due&nbsp;05/25/2050 (a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.561% due&nbsp;11/15/2038 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,493</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.783% due&nbsp;04/01/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.887% due&nbsp;12/01/2026 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.935% due&nbsp;07/15/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due&nbsp;06/25/2050 (a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.685% due&nbsp;07/15/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due&nbsp;02/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.292% due&nbsp;07/25/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.335% due&nbsp;10/25/2029 &#149;(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;04/01/2039 - 06/15/2041&nbsp;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,673</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.815% due&nbsp;04/25/2048 &#149;(a)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.815% due&nbsp;11/25/2049 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.960% due&nbsp;05/25/2050 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;12/15/2028 - 03/15/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">528</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;02/15/2032 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;08/01/2021 - 09/01/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;07/15/2032 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">506</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;09/25/2043 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.900% due&nbsp;09/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.950% due&nbsp;07/15/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due&nbsp;09/01/2021 - 10/25/2043</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due&nbsp;03/15/2029 - 10/01/2031&nbsp;(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;05/15/2024 - 02/25/2042</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;04/01/2028 - 03/01/2037&nbsp;(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.735% due&nbsp;12/25/2027 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;08/15/2022 - 04/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.935% due&nbsp;03/25/2025 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ginnie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.610% due&nbsp;12/20/2048 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.860% due&nbsp;08/20/2049 - 09/20/2049&nbsp;&#149;(a)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">118,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;04/15/2029 - 12/15/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;07/15/2037 - 11/15/2038&nbsp;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.010% due&nbsp;06/20/2047 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,673</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;11/20/2024 - 05/15/2032&nbsp;(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="62%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;08/20/2038 - 10/20/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due&nbsp;04/15/2024 - 06/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;06/15/2023 - 03/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;11/15/2021 - 11/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due&nbsp;05/15/2022 - 02/15/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ginnie Mae, TBA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due&nbsp;07/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Small Business Administration</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due&nbsp;02/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.510% due&nbsp;11/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.780% due&nbsp;08/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.820% due&nbsp;07/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniform Mortgage-Backed Security</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due&nbsp;06/01/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due&nbsp;09/01/2047 - 07/01/2048&nbsp;(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due&nbsp;09/01/2023 - 08/01/2041</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due&nbsp;04/01/2041 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;12/01/2032 - 06/01/2040&nbsp;(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;12/01/2032 - 02/01/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;01/01/2028 - 06/01/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;07/01/2029 - 07/01/2039&nbsp;(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">727</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due&nbsp;07/01/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;05/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;12/01/2022 - 06/01/2032</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;07/01/2031 - 10/01/2031 (o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniform Mortgage-Backed Security, TBA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000% due&nbsp;08/01/2050 - 09/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500% due&nbsp;08/01/2050 - 09/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">261,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;272,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due&nbsp;09/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Vendee Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;03/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due&nbsp;02/15/2026 - 06/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;09/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total U.S. Government Agencies (Cost&nbsp;$529,212)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;536,236</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">NON-AGENCY</FONT> MORTGAGE-BACKED SECURITIES 29.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Adjustable Rate Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.836% due&nbsp;07/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.237% due&nbsp;08/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.709% due&nbsp;02/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bancorp Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.935% due&nbsp;08/15/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BCAP LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.571% due&nbsp;07/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns <FONT STYLE="white-space:nowrap">ALT-A</FONT> Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.697% due&nbsp;08/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.657% due&nbsp;10/12/2041 ~(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.792% due&nbsp;12/11/2040 ~(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.972% due&nbsp;04/12/2038 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.398% due&nbsp;12/11/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.794% due&nbsp;12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due&nbsp;09/25/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.252% due&nbsp;12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,921</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>66</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.395% due&nbsp;07/25/2046 ^&#149;(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;07/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Home Loan Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.825% due&nbsp;03/25/2035 &#149;(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.055% due&nbsp;03/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.445% due&nbsp;08/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Home Loan Reperforming REMIC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;11/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;06/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.457% due&nbsp;02/15/2040 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse First Boston Mortgage-Backed <FONT STYLE="white-space:nowrap">Pass-Through</FONT>
Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due&nbsp;02/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;03/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">934</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eurosail PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.793% due&nbsp;09/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,795</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.443% due&nbsp;09/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.043% due&nbsp;09/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GC Pastor Hipotecario FTA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;06/21/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Commercial Mortgage Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.606% due&nbsp;12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GMAC Mortgage Corp. Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.164% due&nbsp;08/19/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GS Mortgage Securities Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.744% due&nbsp;10/10/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSAA Home Equity Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;04/01/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSMPS Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due&nbsp;06/25/2043</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;06/19/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;09/19/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSR Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.515% due&nbsp;12/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.930% due&nbsp;03/25/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;01/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IM Pastor Fondo de Titluzacion Hipotecaria</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;03/22/2043 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Chase Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.411% due&nbsp;05/15/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.623% due&nbsp;05/12/2045</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.253% due&nbsp;10/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;08/25/2022 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;06/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Adjustable Rate Mortgages Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.747% due&nbsp;10/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;07/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;03/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due&nbsp;04/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Reperforming Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due&nbsp;05/25/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;07/25/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.341% due&nbsp;12/26/2046 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Motel 6 Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.111% due&nbsp;08/15/2024 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NAAC Reperforming Loan REMIC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due&nbsp;10/25/2034 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;03/25/2034 ^(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;10/25/2034 ^(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Newgate Funding PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.892% due&nbsp;12/15/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,736</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.142% due&nbsp;12/15/2050 &laquo;&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,736</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.193% due&nbsp;12/15/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,761</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.443% due&nbsp;12/15/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RBSSP Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;02/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;12/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Accredit Loans, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;08/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,414</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="58%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due&nbsp;10/25/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due&nbsp;11/25/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Securities Corp. Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;10/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WaMu Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.640% due&nbsp;05/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Washington Mutual Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due&nbsp;03/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;04/25/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities
(Cost&nbsp;$75,324)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;75,731</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ASSET-BACKED SECURITIES 15.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Access Financial Manufactured Housing Contract Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.650% due&nbsp;05/15/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.710% due&nbsp;11/25/2032 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500% due&nbsp;09/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.445% due&nbsp;03/25/2037 &#149;(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Conseco Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.530% due&nbsp;02/01/2031 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Conseco Finance Securitizations Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.960% due&nbsp;05/01/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.315% due&nbsp;12/25/2036 ^&#149;(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.325% due&nbsp;06/25/2047 ^&#149;(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.385% due&nbsp;06/25/2037 ^&#149;(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.385% due&nbsp;06/25/2047 ^&#149;(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.835% due&nbsp;11/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Crecera Americas LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.563% due&nbsp;08/31/2020 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,693</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit-Based Asset Servicing&nbsp;&amp; Securitization LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.184% due&nbsp;12/25/2037 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Encore Credit Receivables Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.920% due&nbsp;07/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Flagship Credit Auto Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;12/15/2025 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,077</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Greenpoint Manufactured Housing</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.300% due&nbsp;10/15/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Marlette Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;12/15/2028 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">717</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;04/16/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;07/16/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>National Collegiate Commutation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;03/25/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oakwood Mortgage Investors, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.415% due&nbsp;06/15/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due&nbsp;12/25/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SMB Private Education Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;10/15/2048 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SoFi Consumer Loan Program LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;05/26/2026 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;11/25/2026 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Asset-Backed Securities (Cost&nbsp;$53,973)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;39,045</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SOVEREIGN ISSUES 2.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argentina Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000% due&nbsp;08/05/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.375% due&nbsp;01/15/2023 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.380% due&nbsp;12/31/2038 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">671</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due&nbsp;01/15/2028 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;11/09/2047 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.820% due&nbsp;12/31/2033 ^(e)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15.500% due&nbsp;10/17/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16.000% due&nbsp;10/17/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26.415% (BADLARPP &#043; 2.000%) due&nbsp;04/03/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30.022% (BADLARPP) due&nbsp;10/04/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Autonomous City of Buenos Aires Argentina</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29.825% (BADLARPP &#043; 5.000%) due&nbsp;01/23/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.304% (BADLARPP &#043; 3.750%) due&nbsp;02/22/2028 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.995% due&nbsp;03/29/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">156,756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ghana Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due&nbsp;02/11/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due&nbsp;02/11/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Provincia de Buenos Aires</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28.192% due&nbsp;04/12/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">235,992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.817% due&nbsp;05/31/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>South Africa Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;09/30/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Venezuela Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;12/09/2020 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due&nbsp;10/13/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due&nbsp;09/15/2027 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Sovereign Issues (Cost $16,506)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;7,433</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMON STOCKS 0.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc. (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">291,816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. &laquo;(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. &#145;A&#146; (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,075</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONSUMER DISCRETIONARY 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp. (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ENERGY 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services Ltd.&nbsp;(f)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>McDermott International, Inc.&nbsp;&laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78,569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC &laquo;(l)(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE 0.3%</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-top:0px;margin-bottom:1px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniti Group, Inc. &laquo;&#134;(m)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Common Stocks (Cost $3,444)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>1,719</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WARRANTS 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. - Exp.&nbsp;05/01/2039</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Warrants (Cost $1,971)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>874</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PREFERRED SECURITIES 3.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 3.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nationwide Building Society</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.250% ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36,440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,067</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Stichting AK Rabobank Certificaten</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;12/29/2049 (j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,676,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due&nbsp;01/21/2021 &#149;(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Preferred Securities (Cost $9,654)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>9,185</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR></TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>67</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Strategic
Income Fund, Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="65%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE INVESTMENT TRUSTS 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VICI Properties, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44,227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Real Estate Investment Trusts (Cost&nbsp;$667)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>893</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT-TERM INSTRUMENTS 3.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REPURCHASE AGREEMENTS (n) 2.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;7,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT-TERM NOTES 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argentina Treasury Bond BONCER</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.150% due&nbsp;04/17/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36,434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ARGENTINA TREASURY BILLS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2.315)% due&nbsp;10/13/2020 (h)(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,677</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="66%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. TREASURY BILLS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.150% due&nbsp;09/03/2020 - 09/17/2020&nbsp;(g)(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Short-Term Instruments<BR>(Cost&nbsp;$8,316)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>8,341</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments in Securities (Cost&nbsp;$850,842)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>817,674</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4" COLSPAN="9"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments 313.1% (Cost&nbsp;$850,842)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>817,674</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative<BR>Instruments (p)(q) (0.2)%</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(Cost or Premiums, net $4,492)</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P> <P STYLE="margin-left:0em; text-indent:0em"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(405</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Other Assets and Liabilities, net (212.9)%</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;(556,106</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Assets 100.0%</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>261,163</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="6" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>NOTES TO SCHEDULE OF&nbsp;INVESTMENTS: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>*</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>A zero balance may reflect actual amounts rounding to less than one&nbsp;thousand. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>^</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is in&nbsp;default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&laquo;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security valued using significant unobservable inputs (Level&nbsp;3). </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&micro;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be
determined at the time of funding. See Note 4, Securities and Other Investments, in the Notes to Financial Statements for more information regarding unfunded loan&nbsp;commitments. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>~</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are
not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a
reference rate and/or spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&#149;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and
may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&thorn;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in
effect as of period&nbsp;end. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&#134;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forward Commitment Transaction. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(a)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is an Interest Only (&#147;IO&#148;) or IO&nbsp;Strip. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(b)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal only&nbsp;security. </B></FONT></P></TD></TR></TABLE>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(c)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>When-issued&nbsp;security. </B></FONT></P></TD></TR></TABLE>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(d)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payment <FONT STYLE="white-space:nowrap">in-kind&nbsp;security.</FONT> </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(e)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is not accruing income as of the date of this&nbsp;report. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(f)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security did not produce income within the last twelve&nbsp;months. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(g)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents&nbsp;a weighted average&nbsp;yield to&nbsp;maturity. </B></FONT></P></TD></TR></TABLE>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(h)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zero coupon&nbsp;security. </B></FONT></P></TD></TR></TABLE>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(i)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents a yield to&nbsp;maturity. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(j)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Perpetual maturity; date shown, if applicable, represents next contractual call&nbsp;date. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(k)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is subject to a forbearance agreement entered into by the Fund which forbears the Fund from taking action to, among
other things, accelerate and collect payments on the subject note with respect to specified events of default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(l)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Contingent convertible&nbsp;security. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(m)&nbsp;&nbsp;RESTRICTED&nbsp;SECURITIES: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P>
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<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Issuer&nbsp;Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of&nbsp;Net&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forbes Energy Services&nbsp;Ltd.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/11/2014</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Uniti Group, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/13/2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pinnacol Assurance 8.625% due&nbsp;06/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2014</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Westmoreland Mining Holdings&nbsp;LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/26/2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="3" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER
FINANCING&nbsp;TRANSACTIONS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(n)&nbsp;&nbsp;REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD WIDTH="7%"></TD>

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<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="49%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Lending<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateralized&nbsp;By</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SAL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.130</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;7,600</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Bills 0.000% due&nbsp;08/13/2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(7,755</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;7,600</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;7,600</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>68</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REVERSE REPURCHASE&nbsp;AGREEMENTS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="36%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(12,892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,706</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,568</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,568</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,322</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(506</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(633</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CEW</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CFR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CIB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/30/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CSG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FOB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">IND</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RCY</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(945</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(177,403</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>69</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Strategic
Income Fund, Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT SALES: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="56%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Coupon</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Proceeds</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable for<BR>Short&nbsp;Sales</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government Agencies&nbsp;(0.2)%</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Uniform Mortgage-Backed Security,&nbsp;TBA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/01/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Short Sales&nbsp;(0.2)%</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(525</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(526</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER
FINANCING TRANSACTIONS&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of Borrowings and Other Financing Transactions and collateral pledged/(received) as of June&nbsp;30,&nbsp;2020: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="41%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Borrowings and<BR>Other&nbsp;Financing<BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;
Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Global/Master Repurchase&nbsp;Agreement</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(91,015</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(91,015</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;102,066</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;11,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CEW</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CFR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CIB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CSG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FOB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">IND</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RCY</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SAL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,661</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Borrowings and Other Financing&nbsp;Transactions</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;7,600</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(177,403</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CERTAIN TRANSFERS ACCOUNTED
FOR AS SECURED&nbsp;BORROWINGS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Remaining Contractual Maturity
of the&nbsp;Agreements </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="51%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Overnight&nbsp;and<BR>Continuous</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Up&nbsp;to&nbsp;30&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">31-90&nbsp;days</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Greater&nbsp;Than&nbsp;90&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(42,768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(67,306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(72,945</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(72,945</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total&nbsp;Borrowings</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,745</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(118,502</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(38,612</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(6,585</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(166,444</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payable for reverse repurchase agreements<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"></SUP>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(166,444</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(o)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $199,093 and cash of $125 have been pledged as collateral under the terms of the
above master agreements as of June&nbsp;30,&nbsp;2020. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes accrued&nbsp;interest. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The average amount of borrowings outstanding during the period ended June&nbsp;30, 2020 was $(207,513) at a weighted average interest rate
of 2.167%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the&nbsp;period. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Open maturity reverse repurchase&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from
borrowings and other financing transactions can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for
more&nbsp;information. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Unsettled reverse repurchase agreements liability of $(10,959) is outstanding at period&nbsp;end. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>70</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(p)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS:
EXCHANGE-TRADED OR CENTRALLY&nbsp;CLEARED </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INTEREST RATE&nbsp;SWAPS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TD WIDTH="37%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
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<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
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<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
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<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
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<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Pay/Receive <BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Floating&nbsp;Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;CAD-Bank&nbsp;Bill</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;CAD-Bank&nbsp;Bill</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/18/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/18/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;101,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/18/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/18/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/16/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">01/15/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">01/22/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/07/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/11/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/06/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;GBP-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/18/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(933</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>4,502</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,654</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>2,848</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;274</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(209</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the market value and variation margin of Exchange-Traded or Centrally Cleared Financial Derivative Instruments as of June&nbsp;30,&nbsp;2020: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Asset</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Liability</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Exchange-Traded or Centrally&nbsp;Cleared</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;274</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;274</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(209)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(209)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cash of $5,943 has been
pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of June&nbsp;30, 2020. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more&nbsp;information.</B> </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">This instrument has a forward starting effective date. See Note 2, Securities Transactions and Investment Income, in the Notes to
Financial Statements for further&nbsp;information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(q)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE&nbsp;COUNTER </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FORWARD FOREIGN CURRENCY&nbsp;CONTRACTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">917</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">506</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CLP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">190,423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Forward Foreign Currency&nbsp;Contracts</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;94</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(565</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>71</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Strategic
Income Fund, Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>PURCHASED&nbsp;OPTIONS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>OPTIONS ON&nbsp;SECURITIES </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="64%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Strike<BR>Price</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expiration<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT>
</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Uniform Mortgage-Backed Security,&nbsp;TBA 3.000% due 08/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;75.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FAR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Uniform Mortgage-Backed Security,&nbsp;TBA 2.500% due 07/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Uniform Mortgage-Backed Security,&nbsp;TBA 3.000% due 07/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Uniform Mortgage-Backed Security,&nbsp;TBA 2.500% due 08/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">189,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Ginnie Mae,&nbsp;TBA 4.000% due 07/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Uniform Mortgage-Backed Security,&nbsp;TBA 2.500% due 07/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Uniform Mortgage-Backed Security,&nbsp;TBA 3.000% due 07/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="14"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Purchased&nbsp;Options</B></FONT></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;13</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="14" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON
SOVEREIGN ISSUES - SELL&nbsp;PROTECTION<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="43%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Reference&nbsp;Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>June&nbsp;30,&nbsp;2020<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;
Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Russia Government International&nbsp;Bond</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(23</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;24</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="24" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: OVER THE COUNTER&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral pledged/(received) as of June&nbsp;30,&nbsp;2020: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Market<BR>Value&nbsp;of&nbsp;OTC<BR>Derivatives</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(6)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Over the&nbsp;Counter</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;94</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;95</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(565</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(565</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Notional Amount represents the number of&nbsp;contracts. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&#146;s credit soundness and a greater likelihood
or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&#146;s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(6)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from OTC
financial derivative instruments can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more&nbsp;information.
</FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>72</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE OF FINANCIAL
DERIVATIVE&nbsp;INSTRUMENTS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a
summary of the fair valuation of the Fund&#146;s derivative instruments categorized by risk exposure. See Note 7, Principal Risks, in the Notes to Financial Statements on risks of the&nbsp;Fund. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fair Values of Financial Derivative Instruments on the
Statements of Assets and Liabilities as of June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="44%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The effect of Financial
Derivative Instruments on the Statements of Operations for the period ended June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="43%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Realized Gain (Loss) on Financial Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Purchased&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Written&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(27,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(25,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Change in Unrealized Appreciation (Depreciation) on Financial
Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,948</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Purchased&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>73</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Strategic
Income Fund, Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE&nbsp;MEASUREMENTS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the fair valuations according to the inputs used as of June&nbsp;30, 2020 in valuing the Fund&#146;s assets and<B></B>&nbsp;liabilities: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="51%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60,072</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Convertible Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Municipal Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Illinois</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">West&nbsp;Virginia</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;536,236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;536,236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73,902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75,731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;8,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Consumer&nbsp;Discretionary</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate Investment&nbsp;Trusts</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real&nbsp;Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="48%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Short-Term&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Repurchase&nbsp;Agreements</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Short-Term&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Argentina Treasury&nbsp;Bills</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury&nbsp;Bills</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total&nbsp;Investments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;790,910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;25,098</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;817,674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Short Sales, at Value -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total Financial Derivative&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">789,979</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,098</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">816,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is
a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="34%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Sales/Settlements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change&nbsp;in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;into<BR>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;out<BR>of Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change
in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held&nbsp;at<BR>06/30/2020<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;24,667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;8,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(12,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;8,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;25,098</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(9,370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>74</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of significant
unobservable inputs used in the fair valuations of assets and liabilities categorized within Level&nbsp;3 of the fair value&nbsp;hierarchy: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="25%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category&nbsp;and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Valuation<BR>Technique</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unobservable<BR>Inputs</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(% Unless Noted&nbsp;Otherwise)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Input&nbsp;Value(s)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Weighted<BR>Average</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"> 184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Third Party Vendor</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63.000-108.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84.788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Option&nbsp;Adjusted&nbsp;Spread</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">660.300&nbsp;bps</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">717</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">2,270.000-53,400.000</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,140.890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Third Party Vendor</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"> 3.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Future Dividend Rate</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;25,098</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on
Investments Held at June&nbsp;30, 2020 may be due to an investment no longer held or categorized as Level&nbsp;3 at period&nbsp;end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not
considered significant to the&nbsp;Fund. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>75</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_32"></A>Consolidated Schedule of Investments <FONT
STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Dynamic Credit and Mortgage Income Fund</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(Amounts in thousands*, except number of shares, contracts and units, if any) </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INVESTMENTS IN SECURITIES 184.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>LOAN PARTICIPATIONS AND ASSIGNMENTS 11.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Al Convoy (Luxembourg) SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% (EUR003M &#043; 3.750%) due&nbsp;01/17/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% (LIBOR03M &#043; 3.500%) due&nbsp;01/17/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Alphabet Holding Co., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.678% (LIBOR03M &#043; 3.500%) due&nbsp;09/26/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice France S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.185% (LIBOR03M &#043; 4.000%) due&nbsp;08/14/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,427</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ancestry.com Operations, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% (LIBOR03M &#043; 3.750%) due&nbsp;10/19/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% (LIBOR03M &#043; 4.250%) due&nbsp;08/27/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banijay Entertainment U.S. Holdings</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 03/04/2025 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Boels Topholding BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 02/05/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Carnival Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 06/30/2025 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clay Holdco BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% (EUR003M &#043; 4.000%) due&nbsp;10/30/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% (LIBOR03M &#043; 3.750%) due&nbsp;09/02/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,971</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DTEK Holdings Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 08/01/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DTEK Investments Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% (LIBOR03M &#043; 5.000%) due&nbsp;06/30/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,761</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DTEK Trading S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% (LIBOR03M &#043; 5.000%) due&nbsp;08/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Elanco Animal Health, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 02/04/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">633</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Emerald TopCo, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.260% (LIBOR03M &#043; 3.500%) due&nbsp;07/24/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">567</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.928% (LIBOR03M &#043; 3.750%) due&nbsp;10/10/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36,541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;24,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EyeCare Partners LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 02/18/2027 &micro;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.058% (LIBOR03M &#043; 3.750%) due&nbsp;02/05/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fleet U.S. Bidco, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.322% (LIBOR03M &#043; 3.250%) due 10/07/2026 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services LLC (5.000% Cash and 11.000%&nbsp;PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16.000% (LIBOR03M &#043; 5.000%) due 04/13/2021 &laquo;~(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Froneri International PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.428% (LIBOR03M &#043; 2.250%) due 01/29/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.625% (EUR003M &#043; 2.625%) due&nbsp;01/29/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% (EUR003M &#043; 5.750%) due&nbsp;01/31/2028 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ingersoll Rand Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.928% (LIBOR03M &#043; 1.750%) due 03/01/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Innophos, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.928% (LIBOR03M &#043; 3.750%) due 02/04/2027 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% (LIBOR03M &#043; 5.500%) due 07/13/2022 ~&micro;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% (PRIME &#043; 4.750%) due&nbsp;11/27/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Jefferies Finance LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.188% (LIBOR03M &#043; 3.000%) due&nbsp;06/03/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>McDermott Technology Americas, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.178% (LIBOR03M &#043; 3.000%) due&nbsp;06/30/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.178% (LIBOR03M &#043; 4.000%) due&nbsp;06/30/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Messer Industrie GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.808% (LIBOR03M &#043; 2.500%) due&nbsp;03/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MH Sub LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.572% (LIBOR03M &#043; 3.750%) due&nbsp;09/13/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NCI Building Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.941% (LIBOR03M &#043; 3.750%) due 04/12/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Neiman Marcus Group Ltd. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 05/08/2025 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% - 2.000% due 10/25/2023&nbsp;^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97,117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;25,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14.000% (LIBOR03M &#043; 12.750%) due 10/07/2020 &laquo;~&micro;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 02/22/2049 ^&laquo;(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Parexel International Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.928% (LIBOR03M &#043; 2.750%) due&nbsp;09/27/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PetSmart, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% (LIBOR03M &#043; 4.000%) due&nbsp;03/11/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Preylock Reitman Santa Cruz Mezz LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% (LIBOR03M &#043; 5.500%) due&nbsp;11/09/2022 &laquo;~(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Project Anfora Senior</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750% (EUR003M &#043; 2.750%) due&nbsp;06/30/2024 &laquo;~(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PUG LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.678% (LIBOR03M &#043; 3.500%) due 02/12/2027 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Refinitiv U.S. Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% (EUR003M &#043; 3.250%) due&nbsp;10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.428% (LIBOR03M &#043; 3.250%) due 10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,711</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RegionalCare Hospital Partners Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.928% (LIBOR03M &#043; 3.750%) due 11/17/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Reynolds Consumer Products LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.928% (LIBOR03M &#043; 1.750%) due 02/04/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Mezzanine Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% (LIBOR03M &#043; 5.000%) due 11/28/2021 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% (LIBOR03M &#043; 9.000%) due 04/28/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sierra Hamilton LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15.000% due 09/12/2023 &laquo;(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,687</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,687</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sigma Bidco BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% (EUR003M &#043; 3.500%) due&nbsp;07/02/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sotera Health Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% (LIBOR03M &#043; 4.500%) due 12/11/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Starfruit Finco BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.188% (LIBOR03M &#043; 3.000%) due 10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Summer (BC) Holdco B SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.331% (LIBOR03M &#043; 4.750%) due 12/04/2026 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sunshine Luxembourg SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% (EUR003M &#043; 3.750%) due&nbsp;10/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.322% (LIBOR03M &#043; 4.250%) due 10/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="56%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.178% (LIBOR03M &#043; 5.000%) due 06/26/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,066</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VS Buyer LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.428% (LIBOR03M &#043; 3.250%) due 02/28/2027 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% (LIBOR03M &#043; 8.250%) due 03/15/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC (15.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15.000% due 03/15/2029 &laquo;(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,998</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Windstream Services LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% (PRIME &#043; 4.250%) due&nbsp;02/17/2024 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% (PRIME &#043; 5.000%) due&nbsp;03/29/2021 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zayo Group Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.178% (LIBOR03M &#043; 3.000%) due 03/09/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Loan Participations and Assignments (Cost $399,362)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;288,495</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CORPORATE BONDS&nbsp;&amp; NOTES 38.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 13.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ally Financial, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 11/01/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ambac LSNI LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 02/12/2023 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ardonagh Midco PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 07/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">79,894</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banco BTG Pactual S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 01/10/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banco de Credito del Peru</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% due 09/17/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.125% due 06/15/2025&nbsp;&#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 09/15/2023&nbsp;&#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 09/15/2022&nbsp;&#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 06/15/2024&nbsp;&#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBL&nbsp;&amp; Associates LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due 10/15/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 12/01/2023 ^(e)(j)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due 12/15/2026 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Group AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 09/12/2025&nbsp;&#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 07/17/2023&nbsp;&#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Emerald Bay S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/08/2020 (h)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ESH Hospitality, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 10/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fortress Transportation&nbsp;&amp; Infrastructure Investors LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 10/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Capital Funding LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.400% due 05/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Capital International Funding Co. Unlimited Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.418% due 11/15/2035 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Growthpoint Properties International Pty. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.872% due 05/02/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSBC Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 07/04/2029 &#149;(i)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 09/28/2026 &#149;(i)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/29/2023 &#149;(i)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/23/2028&nbsp;&#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hunt Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 02/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Indian Railway Finance Corp. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.249% due 02/13/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">795</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.950% due 02/13/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>76</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ING Groep NV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 11/16/2026 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ladder Capital Finance Holdings LLLP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 02/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Legg Mason PT</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.130% due 01/10/2021 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lloyds Banking Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 09/27/2025 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due 06/27/2023 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 06/27/2029 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oppenheimer Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 07/01/2022 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pinnacol Assurance</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 06/25/2034 &laquo;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Royal Bank of Scotland Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 08/10/2020 &#149;(i)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 08/10/2025 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Santander UK Group Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 06/24/2024 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 06/24/2022 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Societe Generale S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 04/06/2028 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">846</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 10/04/2023 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Stearns Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 11/05/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.375% due 08/15/2020 ^&laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Unique Pub Finance Co. PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.659% due 06/30/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,099</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.395% due 03/28/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,945</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniti Group LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 02/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40,192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniti Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Voyager Aviation Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 08/15/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64,580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47,377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;350,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 20.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Aker BP ASA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 01/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 01/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Albertsons Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 02/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 01/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 02/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Arconic Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 02/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Associated Materials LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due 01/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47,324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>B.C. Unlimited Liability Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 01/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bioceanico Sovereign Certificate Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/05/2034 (h)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Boeing Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.508% due 05/01/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 05/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.040% due 05/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.150% due 05/01/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.705% due 05/01/2040 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.805% due 05/01/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.930% due 05/01/2060 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bombardier, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 10/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 12/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 03/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 04/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Camelot Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 11/01/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CCO Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 08/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 03/01/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citrix Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due 03/01/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Worldwide Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 02/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Colt Merger Sub, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 07/01/2025 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Community Health Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 03/31/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37,131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;35,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 03/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 01/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Connect Finco SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 10/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Constellation Oil Services Holding S.A. (10.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% due 11/09/2024&nbsp;^(d)(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% due 11/09/2024 ^(d)(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Corning, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.450% due 11/15/2079 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CSC Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.125% due 12/01/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 12/01/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Delta Air Lines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 01/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.750% due 09/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DISH DBS Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 07/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DriveTime Automotive Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 06/01/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eldorado Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,066</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Empresa de Transporte de Pasajeros Metro S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 05/07/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.700% due 05/07/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Energizer Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 06/15/2028 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Energy Transfer Operating LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.900% due 05/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 05/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 05/15/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due 10/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Exela Intermediate LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% due 07/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Quantum Minerals Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,692</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 03/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fresh Market, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 05/01/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 03/23/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Full House Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.575% due 01/31/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,687</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.738% due 02/02/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.350% due 05/01/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 01/14/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.150% due 08/07/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 01/10/2039 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Griffon Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartCommunications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 05/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (3.625% Cash or 4.375% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due 05/15/2025 (d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (3.875% Cash or 4.625% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 05/15/2027 (d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (6.375% Cash or 7.125% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 05/15/2029 (d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illuminate Buyer LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due 07/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Innophos Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.375% due 02/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Connect Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.500% due 02/15/2023 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 08/01/2023 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,897</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 02/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 10/15/2024 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;26,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 07/15/2025 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,753</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 06/01/2021 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.125% due 06/01/2023 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kronos Acquisition Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due 08/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LifePoint Health, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 02/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mallinckrodt International Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 04/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Marriott International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 06/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mattel, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 12/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Melco Resorts Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 12/04/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 07/17/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NCL Corp. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due 12/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.250% due 05/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Netflix, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due 06/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">927</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 11/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 05/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 06/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 11/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Noble Holding International Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 02/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Occidental Petroleum Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.842% (US0003M &#043; 1.450%) due&nbsp;08/15/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Oil&nbsp;&amp; Gas Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/30/2020 (h)(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 02/01/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 06/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Drilling SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 10/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pan American Energy LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28.216% (BADLARPP) due&nbsp;11/20/2020 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">273,836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petroleos Mexicanos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 02/12/2048 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 09/21/2047 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.840% due 01/23/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.690% due 01/23/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Picasso Finance Sub, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 06/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Platin 1426 GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 06/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Prime Security Services Borrower LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 01/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PTC, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due 02/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 02/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>QVC, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due 03/15/2043 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Radiate Holdco LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 02/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Radiology Partners, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 02/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Refinitiv U.S. Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 05/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Russian Railways via RZD Capital PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.487% due 03/25/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Scientific Games International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 07/01/2025 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sensata Technologies, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 02/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>77</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Credit and Mortgage Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Spanish Broadcasting System, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.500% due 04/15/2049 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Staples, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TEGNA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 03/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 11/10/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance Co. BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 11/10/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance Netherlands BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.200% due 07/21/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,911</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 01/31/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Topaz Solar Farms LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 09/30/2039 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 09/30/2039 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;65,874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TransDigm, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 11/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Pontus Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 08/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 11/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 01/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 02/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Trident TPI Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 08/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Triumph Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 06/01/2022 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 09/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.625% due 07/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Unigel Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due 10/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>United Group BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 02/15/2026 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Valaris PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 10/01/2044 ^(e)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">717</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 02/01/2026 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ViaSat, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VMware, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.700% due 05/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Western Midstream Operating LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.161% (US0003M &#043; 0.850%) due 01/13/2023 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 02/01/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Windstream Services LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 10/31/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wyndham Destinations, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due 03/01/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 03/01/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 04/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wynn Macau Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 12/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Yellowstone Energy LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 12/31/2026 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>YPF S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33.088% (BADLARPP &#043; 6.000%) due 03/04/2021 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zayo Group Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;532,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 5.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Centrais Eletricas Brasileiras S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due 02/04/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 02/04/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CenturyLink, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 02/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DTEK Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.750% due 12/31/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Edison International</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 06/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="53%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 04/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gazprom OAO Via Gaz Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.288% due 08/16/2037 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Drilling Norbe Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 12/01/2021 ^(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Drilling Norbe Ltd. (6.350% Cash and 1.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.350% due 12/01/2026 ^(d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Offshore Drilling Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.720% due 12/01/2022 ^(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;19,887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Offshore Drilling Finance Ltd. (6.720% Cash and 1.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.720% due 12/01/2026 ^(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.450% due 08/15/2022 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 03/01/2026 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 09/15/2021 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 06/15/2023 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due 03/15/2027 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due 12/01/2027 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.400% due 08/15/2024 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 10/01/2020 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 06/15/2025 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 08/15/2042 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850% due 11/15/2023 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 12/01/2046 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 05/15/2021 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,797</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.300% due 03/15/2045 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3" ROWSPAN="2"> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 12/15/2041 ^(e)(n)</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due 06/15/2043 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 02/15/2044 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 11/15/2043 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 01/15/2040 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 03/01/2039 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 02/15/2038 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas and Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500% due 02/01/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 08/01/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 08/01/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% due 08/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petrobras Global Finance BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 10/01/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/16/2034 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RCS&nbsp;&amp; RDS S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 02/05/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rio Oil Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 07/06/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 01/06/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 01/06/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Southern California Edison Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.850% due 08/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Talen Energy Supply LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Poseidon Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 02/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Sentry Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 05/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Corporate Bonds&nbsp;&amp; Notes (Cost&nbsp;$1,112,046)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;1,022,024</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONVERTIBLE BONDS&nbsp;&amp; NOTES 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 10/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ensco Jersey Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 01/31/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Convertible Bonds&nbsp;&amp; Notes (Cost&nbsp;$5,544)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>4,983</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="64%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MUNICIPAL BONDS&nbsp;&amp; NOTES 1.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ILLINOIS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chicago, Illinois General Obligation Bonds, Series 2017</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.045% due 01/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, (BABs), Series&nbsp;2010</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.725% due 04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.350% due 07/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, Series 2003</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.100% due 06/01/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>IOWA 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Iowa Tobacco Settlement Authority Revenue Bonds, Series 2005</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 06/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>NEW JERSEY 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>New Jersey Economic Development Authority Revenue Bonds, Series 2005</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 09/01/2036 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>VIRGINIA 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tobacco Settlement Financing Corp., Virginia Revenue Bonds, Series 2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.706% due 06/01/2046</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WEST VIRGINIA 0.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series
2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/01/2047 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">231,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.467% due 06/01/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Municipal Bonds&nbsp;&amp; Notes (Cost $35,774)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;32,815</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. GOVERNMENT AGENCIES 5.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fannie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 01/25/2042 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 08/25/2032 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 06/25/2050 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 01/25/2048 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.816% due 08/25/2038 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.866% due 07/25/2059 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,927</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.935% due 07/25/2029 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.966% due 02/25/2043 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,868</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.456% due 12/25/2036 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.670% due 10/25/2042 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 02/25/2046 (b)(h)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,903</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100% due 02/25/2046 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">328,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100% due 02/25/2046 (a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73,311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.700% due 11/25/2055 ~(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">168,346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.079% due 11/25/2045 ~(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51,924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 03/15/2027 - 07/25/2050&nbsp;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 06/25/2050 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.335% due 10/25/2029 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.765% due 04/15/2039 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.960% due 05/25/2050 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.015% due 09/15/2042 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.315% due 12/15/2034 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.415% due 05/15/2041 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.185% due 03/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.685% due 10/25/2028 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.935% due 03/25/2025 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ginnie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 06/20/2042 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.910% due 12/20/2048 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.930% due 08/20/2042 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.060% due 12/20/2040 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.505% due 08/16/2039 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>78</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="60%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniform Mortgage-Backed Security, TBA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000% due 09/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500% due 08/01/2050 - 09/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total U.S. Government Agencies (Cost&nbsp;$137,499)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;137,533</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">NON-AGENCY</FONT> MORTGAGE-BACKED SECURITIES 41.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Adjustable Rate Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335% due 03/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.445% due 03/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.157% due 03/25/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.325% due 11/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>American Home Mortgage Investment Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.600% due 01/25/2037 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ASG Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.079% due 01/28/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 06/28/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.545% due 06/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">945</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">903</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/25/2046 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.456% due 06/25/2037 ^&#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 02/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16.534% due 09/25/2035 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 11/26/2036 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.395% due 04/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.812% due 09/20/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.854% due 09/20/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.931% due 04/20/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,886</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.384% due 09/20/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.355% due 08/26/2036 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 10/25/2037 ^(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 10/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 05/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 10/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bancorp Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.935% due 08/15/2032 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bayview Commercial Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.405% due 03/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BCAP LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.411% due 02/26/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.528% due 05/26/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.668% due 05/26/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.391% due 02/26/2047 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.499% due 07/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.610% due 07/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.643% due 03/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.869% due 03/27/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 12/26/2035 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 06/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 10/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.426% due 01/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Adjustable Rate Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.766% due 02/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns <FONT STYLE="white-space:nowrap">ALT-A</FONT> Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.525% due 08/25/2036 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.685% due 01/25/2036 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.310% due 03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.347% due 04/25/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,861</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.499% due 07/25/2036 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.565% due 08/25/2046 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.658% due 03/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.740% due 09/25/2035 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.941% due 12/25/2046 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.972% due 04/12/2038 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Mortgage Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 08/25/2036 &thorn;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.398% due 12/11/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.688% due 10/15/2048 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.794% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.120% due 07/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.223% due 08/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,903</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.266% due 03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,068</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.534% due 08/25/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.871% due 03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.882% due 04/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 12/25/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 09/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.252% due 12/10/2049 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Alternative Loan Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 01/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.365% due 05/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.380% due 03/20/2047 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.395% due 08/25/2047 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.405% due 05/25/2047 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.415% due 03/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,877</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.445% due 07/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.790% due 11/20/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.885% due 10/25/2035 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.814% due 07/20/2035 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.610% due 05/25/2036 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 11/25/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 02/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,322</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 02/25/2036 ^(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 05/25/2036 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 05/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 03/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 01/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 02/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,087</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/25/2037 ^(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 12/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19.293% due 07/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Home Loan Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.055% due 03/25/2046 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37,697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.484% due 05/20/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.824% due 09/20/2036 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.869% due 09/15/2040 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse First Boston Mortgage Securities Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.100% due 08/15/2038 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 01/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.987% due 11/30/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.592% due 11/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.217% due 05/27/2036 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.453% due 12/29/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.552% due 05/26/2036 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.653% due 09/26/2047 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.711% due 10/26/2036 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,897</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.814% due 04/28/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.169% due 11/27/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 05/26/2037 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 05/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DBUBS Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.652% due 11/10/2046 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Debussy DTC PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.930% due 07/12/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;41,845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due 07/12/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Deutsche <FONT STYLE="white-space:nowrap">ALT-A</FONT> Securities, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.485% due 04/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Deutsche <FONT STYLE="white-space:nowrap">ALT-A</FONT> Securities, Inc. Mortgage Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 12/25/2035 ^(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eurosail PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/13/2045 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.482% due 03/13/2045 &laquo;&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,067</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.493% due 06/13/2045 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.193% (BP0003M &#043; 1.000%) due&nbsp;06/13/2045 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.443% (BP0003M &#043; 1.250%) due&nbsp;06/13/2045 &laquo;~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.793% due 09/13/2045 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.943% (BP0003M &#043; 1.750%) due&nbsp;06/13/2045 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.443% due 09/13/2045 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,927</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.693% (BP0003M &#043; 3.500%) due&nbsp;06/13/2045 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.043% due 09/13/2045 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,911</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Horizon Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.844% due 05/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fondo de Titulizacion de Activos UCI</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/16/2049 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GC Pastor Hipotecario FTA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/21/2046 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GCCFC Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.807% due 07/10/2038 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Commercial Mortgage Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.606% due 12/10/2049 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Grifonas Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 08/28/2039 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GS Mortgage Securities Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.744% due 10/10/2032 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSC Capital Corp. Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.365% due 05/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HarborView Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.590% due 06/19/2045 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HomeBanc Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.439% due 04/25/2037 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSI Asset Loan Obligation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 06/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IM Pastor Fondo de Titluzacion Hipotecaria</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/22/2043 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,568</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IM Pastor Fondo de Titulizacion de Activos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/22/2044 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IndyMac Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.395% due 11/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.473% due 11/25/2035 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.595% due 06/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">797</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Jefferies Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.674% due 06/27/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.569% due 11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.706% due 05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">669</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11.542% due 06/27/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Chase Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.866% due 06/12/2041 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;11,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.240% due 03/21/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/26/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 04/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lansdowne Mortgage Securities PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 09/16/2048 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lavender Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 10/26/2036 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 01/25/2038 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman XS Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.068% due 08/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Merrill Lynch Alternative Note Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 05/25/2037 ^(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Merrill Lynch Mortgage Investors Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.663% due 03/25/2036 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.399% due 12/15/2043</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.371% due 08/12/2041 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.355% due 05/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.896% due 05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.962% due 06/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley <FONT STYLE="white-space:nowrap">Re-REMIC</FONT> Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.929% due 02/26/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.218% due 03/26/2037 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>79</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Credit and Mortgage Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="53%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.708% due 06/26/2035 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mortgage Equity Conversion Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 07/25/2060</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Motel 6 Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.111% due 08/15/2024 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;21,832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Natixis Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.185% due 11/15/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.185% due 11/15/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PHH Alternative Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 02/25/2037 ^(b)(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RBSSP Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.358% due 09/26/2035 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 06/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Accredit Loans, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335% due 02/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 11/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 02/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 09/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 05/25/2032</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Securitization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 05/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 02/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 03/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 10/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RiverView HECM Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.680% due 05/25/2047 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,087</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequoia Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.449% due 02/20/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.389% due 09/20/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Mortgage Investments Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.395% due 05/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SunTrust Adjustable Rate Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.866% due 02/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wachovia Bank Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.720% due 10/15/2048 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WaMu Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.240% due 07/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.874% due 08/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Warwick Finance Residential Mortgages PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 09/21/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38,706</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 09/21/2049 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84,647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 12/21/2049 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">868</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.982% due 12/21/2049 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.682% due 12/21/2049 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.182% due 12/21/2049 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.682% due 12/21/2049 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">782</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.182% due 12/21/2049 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Washington Mutual Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.425% due 01/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,903</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,711</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.474% due 06/25/2046 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.967% due 05/25/2036 ^&thorn;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells Fargo Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.747% due 03/27/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities (Cost
$1,093,536)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;1,080,675</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ASSET-BACKED SECURITIES 65.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ACE Securities Corp. Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.295% due 12/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.805% due 02/25/2036 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.280% due 07/25/2035 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Adagio CLO DAC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/30/2031 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Aegis Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.665% due 06/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>American Money Management Corp. CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.371% due 04/14/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.795% due 09/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;12,994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.135% due 09/25/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argent Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.285% due 06/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.305% due 04/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335% due 06/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335% due 09/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.375% due 03/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argent Securities, Inc. Asset-Backed Pass-Through&nbsp;Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.505% due 01/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,791</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.565% due 02/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.645% due 11/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,851</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.460% due 11/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Asset-Backed Funding Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.010% due 07/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.235% due 03/25/2034 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Asset-Backed Securities Corp. Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.185% due 08/15/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banco Bilbao Vizcaya Argentaria S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.261% due 03/22/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.325% due 12/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.685% due 10/27/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.060% due 12/25/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.934% due 10/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>California Republic Auto Receivables Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/15/2025 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>California Street CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.119% due 10/15/2025 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Carlyle Global Market Strategies CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/17/2031 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Carrington Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.265% due 03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.445% due 02/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.605% due 02/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.235% due 05/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cavendish Square Funding PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.592% due 02/11/2055 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.584% due 02/11/2055 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CIFC Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/24/2030 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.325% due 01/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335% due 12/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.345% due 09/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.385% due 05/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.405% due 12/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.885% due 11/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.351% due 05/25/2036 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Conseco Finance Securitizations Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.546% due 12/01/2033 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cork Street CLO Designated Activity Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 11/27/2028 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coronado CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.831% due 09/04/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/04/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.315% due 12/25/2036 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.325% due 06/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36,067</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.325% due 03/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.325% due 07/25/2037 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.325% due 06/25/2047 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38,077</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.345% due 05/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.385% due 06/25/2037 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.405% due 05/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,933</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.405% due 08/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.405% due 06/25/2047 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.415% due 04/25/2047 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.425% due 03/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.425% due 04/25/2036 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.475% due 10/25/2047 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.575% due 04/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.635% due 03/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.675% due 04/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.735% due 05/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.548% due 10/25/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.717% due 10/25/2032 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.705% due 05/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.910% due 11/25/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Crecera Americas LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.563% due 08/31/2020 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit-Based Asset Servicing&nbsp;&amp; Securitization CBO&nbsp;Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.568% due 09/06/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit-Based Asset Servicing&nbsp;&amp; Securitization LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.815% due 07/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ECAF Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.947% due 06/15/2040</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Encore Credit Receivables Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.875% due 07/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Euromax ABS PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.082% due 11/10/2095 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>FAB UK Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 12/06/2045 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,066</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fieldstone Mortgage Investment Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.508% due 07/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,414</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Franklin Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.425% due 04/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.565% due 02/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.130% due 09/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.160% due 05/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;10,928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fremont Home Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335% due 01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.425% due 02/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Glacier Funding CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.826% due 08/04/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Greenpoint Manufactured Housing</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.230% due 12/15/2029 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSAMP Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.245% due 01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.275% due 01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.345% due 04/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.385% due 11/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.435% due 12/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.455% due 04/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.835% due 10/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Halcyon Loan Advisors European Funding BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/15/2030 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hillcrest CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.236% due 12/10/2039 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39,708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Home Equity Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.280% due 05/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.385% due 07/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.525% due 04/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Home Equity Mortgage Loan Asset-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.345% due 11/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.425% due 04/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.625% due 03/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hout Bay Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.627% due 07/05/2041 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">79,964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSI Asset Securitization Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.295% due 12/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,971</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.345% due 10/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.355% due 12/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.375% due 01/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.575% due 11/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IXIS Real Estate Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.160% due 09/25/2035 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Mortgage Acquisition Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335% due 07/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.345% due 07/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.462% due 09/25/2029 ^&thorn;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.888% due 10/25/2036 ^&thorn;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Jubilee CLO BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/15/2028 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>80</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="63%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman XS Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.659% due 05/25/2037 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Long Beach Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.375% due 02/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41,627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;35,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.835% due 09/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.890% due 11/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36,527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Marlette Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/16/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 09/17/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/15/2030 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.355% due 06/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.365% due 02/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.425% due 06/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,885</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.725% due 12/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley ABS Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.245% due 09/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.255% due 10/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.325% due 10/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335% due 06/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,066</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335% due 06/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335% due 09/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335% due 11/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.405% due 10/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.860% due 09/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.220% due 01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.135% due 05/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>National Collegiate Commutation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/25/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>New Century Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.185% due 01/25/2033 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nomura Home Equity Loan, Inc. Home Equity Loan&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.515% due 10/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.605% due 02/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ocean Trails CLO</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.534% due 08/13/2025 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Option One Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.315% due 07/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.325% due 01/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,427</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.405% due 01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.435% due 03/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.515% due 04/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Orient Point CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.707% due 10/03/2045 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">299,099</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;123,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Park Place Securities, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.815% due 09/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Park Place Securities, Inc. Asset-Backed Pass-Through&nbsp;Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.675% due 08/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.010% due 07/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.220% due 03/25/2035 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.310% due 10/25/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.910% due 02/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.210% due 12/25/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Popular ABS Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.875% due 06/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.335% due 06/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RAAC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.935% due 05/25/2046 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Renaissance Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.612% due 04/25/2037 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.505% due 01/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.755% due 01/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.905% due 02/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.935% due 04/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.055% due 04/25/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.760% due 04/25/2034 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.165% due 04/25/2034 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Securities Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.315% due 11/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.355% due 10/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.465% due 04/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.515% due 04/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.525% due 05/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="52%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.845% due 12/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.310% due 02/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securitized Asset-Backed Receivables LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.325% due 07/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.345% due 07/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.435% due 05/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.455% due 03/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.635% due 10/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;12,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.785% due 11/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.845% due 08/25/2035 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,894</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SLM Student Loan EDC Repackaging Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/28/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SLM Student Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/25/2042 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SMB Private Education Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/15/2048 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SoFi Professional Loan Program LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/25/2036 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/25/2039 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 05/25/2040 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/25/2040 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 09/25/2040 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Soloso CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.707% due 10/07/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Soundview Home Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335% due 06/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.365% due 02/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.445% due 02/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.535% due 03/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,933</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.135% due 10/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.285% due 09/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Specialty Underwriting&nbsp;&amp; Residential Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.535% due 03/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">427</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.160% due 12/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.985% due 05/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.947% due 02/25/2037 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Symphony CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.911% due 07/14/2026 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Taberna Preferred Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.891% due 02/05/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.921% due 08/05/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.921% due 08/05/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.231% due 05/05/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Verde CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.603% due 10/05/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">175,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63,234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wachovia Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.875% due 10/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells Fargo Home Equity Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.515% due 05/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Asset-Backed Securities (Cost&nbsp;$1,730,295)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;1,712,341</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SOVEREIGN ISSUES 3.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argentina Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.820% due 12/31/2033&nbsp;^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15.500% due 10/17/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">356,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26.415% (BADLARPP &#043; 2.000%) due 04/03/2022&nbsp;~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">423,770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,656</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30.022% (BADLARPP) due&nbsp;10/04/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Autonomous City of Buenos Aires Argentina</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29.825% (BADLARPP &#043; 5.000%) due 01/23/2022&nbsp;~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">512,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.995% due 03/29/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,686,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Autonomous Community of Catalonia</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.900% due 09/15/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ghana Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 02/11/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 02/11/2035 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due 03/11/2061 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Provincia de Buenos Aires</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28.192% due 04/12/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28.192% due 04/12/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.817% due 05/31/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>South Africa Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 09/30/2049 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Turkey Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 03/13/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Turkiye Ihracat Kredi Bankasi A/S</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due 01/24/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ukraine Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 01/27/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Venezuela Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/09/2020 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due 10/13/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 09/15/2027 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Sovereign Issues (Cost $174,260)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;77,943</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMON STOCKS 2.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc. (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,994,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. &laquo; (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. &#145;A&#146; (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165,846</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONSUMER DISCRETIONARY 1.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp.&nbsp;(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,222,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ENERGY 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. &laquo;(f)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,076,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. (f)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">619,588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. SP - ADR (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services Ltd.&nbsp;(f)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">152,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>McDermott International, Inc. &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,477,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC &laquo;(f)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE 0.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniti Group, Inc. &laquo;&#134;(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,315,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 0.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eneva S.A. (f)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">138,393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TexGen Power LLC &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">285,522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Common Stocks (Cost $90,453)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>61,672</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WARRANTS 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. - Exp.&nbsp;05/01/2039</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,080,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Stearns Holdings LLC - Exp.&nbsp;11/05/2039 &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60,569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR></TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>81</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Credit and Mortgage Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="61%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Corp. - Exp.&nbsp;04/28/2024&nbsp;&laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,530,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Warrants (Cost $23,162)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>9,019</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PREFERRED SECURITIES 3.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 1.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AGFC Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.969% (US0003M &#043; 1.750%) due&nbsp;01/15/2067 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,300,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nationwide Building Society</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.250% ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75,035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>OCP CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/26/2028 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Stichting AK Rabobank Certificaten</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 12/29/2049 (i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,471,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 1.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 01/21/2021 &#149;(i)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,461,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Corp. (12.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.000% &laquo;(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47,977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Preferred Securities (Cost $101,283)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;91,445</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="51%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT-TERM INSTRUMENTS 12.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REPURCHASE AGREEMENTS (m) 11.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;296,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT-TERM NOTES 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argentina Treasury Bond BONCER</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.100% due 04/17/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ARGENTINA TREASURY BILLS 0.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27.176% due 07/13/2020 - 10/29/2020 (g)(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">773,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30.365% due 08/28/2020 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">456,396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.786% due 09/18/2020 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">344,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. TREASURY BILLS 0.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.128% due 07/07/2020 - 09/10/2020 (g)(h)(n)(p)(r)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Short-Term Instruments (Cost&nbsp;$334,330)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>334,385</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments in Securities (Cost&nbsp;$5,237,544)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;4,853,330</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="55%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INVESTMENTS IN AFFILIATES 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMON STOCKS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sierra Hamilton Holder LLC&nbsp;&laquo;(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,136,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Common Stocks (Cost $7,639)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>301</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments in Affiliates<BR>(Cost $7,639)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>301</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4" COLSPAN="9"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments 184.5%</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(Cost&nbsp;$5,245,183)</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P> <P STYLE="margin-left:0em; text-indent:0em"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>4,853,631</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative<BR>Instruments (o)(q) (0.3)%</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(Cost or Premiums, net $(5,896))</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P> <P STYLE="margin-left:0em; text-indent:0em"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(6,822</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Other Assets and Liabilities, net (84.2)%</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;(2,216,104</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Assets 100.0%</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>2,630,705</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="6" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>NOTES TO CONSOLIDATED SCHEDULE OF&nbsp;INVESTMENTS: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>*</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>A zero balance may reflect actual amounts rounding to less than one&nbsp;thousand. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>^</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is in&nbsp;default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&laquo;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security valued using significant unobservable inputs (Level&nbsp;3). </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&micro;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be
determined at the time of funding. See Note 4, Securities and Other Investments, in the Notes to Financial Statements for more information regarding unfunded loan&nbsp;commitments. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>~</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are
not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a
reference rate and/or spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&#149;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and
may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&thorn;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in
effect as of period&nbsp;end. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&#134;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forward Commitment Transaction. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(a)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is an Interest Only (&#147;IO&#148;) or IO&nbsp;Strip. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(b)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal only&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(c)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>When-issued&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(d)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payment <FONT STYLE="white-space:nowrap">in-kind&nbsp;security.</FONT> </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(e)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is not accruing income as of the date of this&nbsp;report. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(f)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security did not produce income within the last twelve&nbsp;months. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(g)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents&nbsp;a weighted average&nbsp;yield to&nbsp;maturity. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(h)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zero coupon&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(i)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Perpetual maturity; date shown, if applicable, represents next contractual call&nbsp;date. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(j)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is subject to a forbearance agreement entered into by the Fund which forbears the Fund from taking action to, among
other things, accelerate and collect payments on the subject note with respect to specified events of default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(k)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Contingent convertible&nbsp;security. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(l)&nbsp;&nbsp;RESTRICTED&nbsp;SECURITIES: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="52%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="8%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="8%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="8%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Issuer&nbsp;Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of&nbsp;Net&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Dommo Energia&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">12/21/2017&nbsp;-&nbsp;12/03/2019</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">889</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.03</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Eneva&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/21/2017&nbsp;-&nbsp;12/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.04</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forbes Energy Services&nbsp;Ltd.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/27/2013&nbsp;-&nbsp;03/11/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pinnacol Assurance 8.625% due&nbsp;06/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;23,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;25,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>82</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="60%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Issuer&nbsp;Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of&nbsp;Net&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preylock Reitman Santa Cruz Mezz LLC 6.500% due&nbsp;11/09/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/09/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;31,563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;30,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Project Anfora Senior 2.750% due&nbsp;06/30/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/30/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sierra Hamilton Holder&nbsp;LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.01</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Uniti Group, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Westmoreland Mining Holdings&nbsp;LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/08/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.07</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93,026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="4" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER
FINANCING&nbsp;TRANSACTIONS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(m)&nbsp;&nbsp;REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="42%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Lending<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateralized&nbsp;By</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BCY</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.120</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;130,000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 2.750% due&nbsp;02/15/2028</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(132,541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.120</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70,000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 1.625% due&nbsp;11/30/2026</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(71,422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68,898</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Inflation Protected Securities 0.125%&nbsp;due&nbsp;04/15/2022</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(70,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,700</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 0.250% due&nbsp;06/30/2025</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MBC</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.130</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,300</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 2.625% due&nbsp;07/15/2021</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(303,057</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;296,898</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;296,899</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REVERSE
REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="35%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BNY</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(42,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(42,361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(78,156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(78,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(32,769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(32,844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(52,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(52,397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19,587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(28,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(35,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11/16/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(58,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(58,671</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(26,695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(26,757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(30,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(30,182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25,910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,079</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(26,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(26,434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19,674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BYR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/31/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(34,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(34,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CDC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>83</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Credit and Mortgage Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="35%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(13,641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,795</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CDI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CEW</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,851</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CFR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,645</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CIB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/30/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CSG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(13,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19,867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19,893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,933</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(24,297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(24,327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GSC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,906</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,945</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,998</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,795</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19,169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,797</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.068</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,455</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,948</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19,556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MZF</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.934</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>84</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="30%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(6,184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,877</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SBI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(46,973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(47,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.687</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,064</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,064</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(43,806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(43,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27,614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27,684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,878</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,998</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(43,216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(43,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,503</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,064</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(798</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(798</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,711</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,662</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,662</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,861</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,861</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>85</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Credit and Mortgage Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="26%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(886</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38,414</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(28,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(28,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.933</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.934</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19,802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(24,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(30,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(30,919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(26,163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(26,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,559</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,134,868</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT SALES: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="55%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Coupon</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Proceeds</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable for<BR>Short&nbsp;Sales</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government Agencies&nbsp;(0.3)%</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Uniform Mortgage-Backed Security,&nbsp;TBA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Uniform Mortgage-Backed Security,&nbsp;TBA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/01/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Short Sales&nbsp;(0.3)%</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(8,071</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(8,085</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER
FINANCING TRANSACTIONS&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of Borrowings and Other Financing Transactions and collateral pledged/(received) as of June&nbsp;30,&nbsp;2020: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="38%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Borrowings&nbsp;and<BR>Other&nbsp;Financing<BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;
Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Global/Master Repurchase&nbsp;Agreement</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BCY</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(203,963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BNY</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(170,548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(170,548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">251,741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(56,883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(56,883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(352,466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(352,466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">456,015</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;103,549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(124,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(124,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">177,122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BYR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(34,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(34,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CDC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(55,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(55,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61,963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CDI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CEW</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CFR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,645</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,645</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CIB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CSG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(56,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(56,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(70,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(76,793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(76,793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106,981</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GSC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(175,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(175,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">243,264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(50,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(50,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(50,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MZF</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(40,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(40,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56,370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(36,803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(36,803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SBI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(85,609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(85,609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(333,836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(333,836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">432,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98,325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(384,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(384,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">512,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Borrowings and Other Financing&nbsp;Transactions</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;296,899</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,134,868</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>86</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CERTAIN TRANSFERS ACCOUNTED FOR AS
SECURED&nbsp;BORROWINGS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Remaining Contractual Maturity of
the&nbsp;Agreements </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="51%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Overnight&nbsp;and<BR>Continuous</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Up&nbsp;to&nbsp;30&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">31-90&nbsp;days</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Greater&nbsp;Than&nbsp;90&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(50,747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(228,552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(184,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(153,597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(617,432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Convertible Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(193,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(309,866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(503,633</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(251,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(467,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(110,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(839,509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(45,567</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total&nbsp;Borrowings</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(63,901</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(709,411</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(995,707</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(286,010</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,055,029</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payable for reverse repurchase agreements<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(6)</SUP></B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"></SUP>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(2,055,029</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(n)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $2,991,391 and cash of $956 have been pledged as collateral under the terms of
the above master agreements as of June&nbsp;30,&nbsp;2020. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes accrued&nbsp;interest. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The average amount of borrowings outstanding during the period ended June&nbsp;30, 2020 was $(2,459,238) at a weighted average interest
rate of 2.432%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the&nbsp;period. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Open maturity reverse repurchase&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Payable for short sales includes $0 of accrued&nbsp;interest. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from
borrowings and other financing transactions can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for
more&nbsp;information. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(6)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Unsettled reverse repurchase agreements liability of $(79,839) is outstanding at period&nbsp;end. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(o)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS:
EXCHANGE-TRADED OR CENTRALLY&nbsp;CLEARED </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL&nbsp;PROTECTION<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Reference&nbsp;Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>June&nbsp;30,&nbsp;2020<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></B>
</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT>
</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Bombardier,&nbsp;Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24.293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sprint Communications,&nbsp;Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;13,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="5" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="5" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INTEREST RATE&nbsp;SWAPS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="8%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="28%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Pay/Receive<BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Floating Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">1-Day&nbsp;GBP-SONIO&nbsp;
Compounded-OIS</FONT></FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/16/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT>
<FONT STYLE="white-space:nowrap">CAD-Bank&nbsp;Bill</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT>
<FONT STYLE="white-space:nowrap">CAD-Bank&nbsp;Bill</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">01/18/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/21/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">164,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/21/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">483,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/21/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">245,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">172,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/16/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/19/2038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">142,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;
AUD-BBR-BBSW</FONT></FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">AUD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/18/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/18/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;GBP-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/18/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="16" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(5,896</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;39,687</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;33,791</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;990</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,527</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>87</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Credit and Mortgage Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED&nbsp;SUMMARY </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the market value and variation
margin of Exchange-Traded or Centrally Cleared Financial Derivative Instruments as of June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="54%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Asset</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Liability</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Exchange-Traded or Centrally&nbsp;Cleared</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;990</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;990</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,527</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,527</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(p)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $4,328 and cash of $43,816 have been pledged as collateral for exchange-traded
and centrally cleared financial derivative instruments as of June&nbsp;30,&nbsp;2020. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on
issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the
cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s credit soundness and a greater likelihood or risk of
default or other credit event occurring as defined under the terms of the&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&#146;s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">This instrument has a forward starting effective date. See Note 2, Securities Transactions and Investment Income, in the Notes to
Financial Statements for further&nbsp;information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(q)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE&nbsp;COUNTER </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FORWARD FOREIGN CURRENCY&nbsp;CONTRACTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="33%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NZD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55,341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,656</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55,341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DUB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55,341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55,341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55,341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">255,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">313,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,015</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">229,567</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">282,341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MYI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">IDR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,802,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85,163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CLP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,342,267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>88</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="38%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">119,664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">INR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UAG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,692</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Forward Foreign Currency&nbsp;Contracts</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,178</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(7,463</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: OVER THE COUNTER&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral pledged/(received) as of June&nbsp;30,&nbsp;2020: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="40%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Market<BR>Value&nbsp;of&nbsp;OTC<BR>Derivatives</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">309</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(138</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(138</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(129</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">407</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">407</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(72</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(72</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">335</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(260</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75</FONT></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DUB</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">385</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">385</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(320</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,496</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,492</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">186</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,306</FONT></TD>
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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,115</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,115</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,087</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(341</FONT></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MYI</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UAG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Over the&nbsp;Counter</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,178</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,178</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(7,463</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(7,463</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(r)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $1,029 have been pledged as collateral for financial derivative instruments as
governed by International Swaps and Derivatives Association, Inc. master agreements as of June&nbsp;30,&nbsp;2020. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from OTC
derivatives can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more&nbsp;information.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE OF FINANCIAL
DERIVATIVE&nbsp;INSTRUMENTS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a
summary of the fair valuation of the Fund&#146;s derivative instruments categorized by risk exposure. See Note 7, Principal Risks, in the Notes to Financial Statements on risks of the&nbsp;Fund. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fair Values of Financial Derivative Instruments on the
Consolidated Statements of Assets and Liabilities as of June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="46%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>89</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Credit and Mortgage Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The effect of Financial Derivative Instruments on the Consolidated Statements of Operations for the period ended June&nbsp;30,&nbsp;2020: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="40%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Realized Gain (Loss) on Financial Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(91,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(114,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Purchased&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(21,584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(91,274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(104,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Change in Unrealized Appreciation (Depreciation) on Financial
Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;105,997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107,681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE&nbsp;MEASUREMENTS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the fair
valuations according to the inputs used as of June&nbsp;30, 2020 in valuing the Fund&#146;s assets and<B></B>&nbsp;liabilities: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="44%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">178,129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">288,495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">316,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33,671</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">350,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">528,924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">532,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Convertible Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Municipal Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Illinois</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Iowa</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">New&nbsp;Jersey</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Virginia</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">West&nbsp;Virginia</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136,017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">137,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">972,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;108,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,080,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,646,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,712,341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77,943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77,943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Consumer&nbsp;Discretionary</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;26,955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47,977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Short-Term&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Repurchase&nbsp;Agreements</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">296,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">296,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Short-Term&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="37%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Argentina Treasury&nbsp;Bills</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury&nbsp;Bills</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;34,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,348,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;470,735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,853,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Affiliates, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total&nbsp;Investments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,348,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">471,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,853,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Short Sales, at Value -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,085</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,085</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,085</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,085</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total Financial Derivative&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,333,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">471,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,838,724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>90</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a reconciliation of the fair
valuations using significant unobservable inputs (Level 3) for the Fund during the period ended June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="26%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Sales/Settlements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Change&nbsp;in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;into<BR>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;out<BR>of Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Change&nbsp;in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held
at<BR>06/30/2020<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38,909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(43,797</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">178,129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33,671</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Municipal Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">New&nbsp;Jersey</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65,981</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;274,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;197,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(42,724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(13,175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(85,708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;151,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(10,860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;470,735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(53,831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="41"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Affiliates, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">282,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(42,724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(93,968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">151,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">471,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(62,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of
significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level&nbsp;3 of the fair value&nbsp;hierarchy: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="31%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category&nbsp;and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Valuation<BR>Technique</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unobservable<BR>Inputs</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(% Unless Noted&nbsp;Otherwise)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Input&nbsp;Value(s)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Weighted<BR>Average</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan&nbsp;Participations&nbsp;and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51,433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Discounted Cash&nbsp;Flow</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Discount&nbsp;Rate</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.960-8.030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Liquidity&nbsp;Discount</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Third Party&nbsp;Vendor</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63.000-108.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100.755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Option&nbsp;Adjusted&nbsp;Spread</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">660.300&nbsp;bps</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109.260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Municipal Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">New&nbsp;Jersey</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103.224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84,647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">683,072.170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80.500-92.810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89.447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">77.700-95,000.000</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52,045.934</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Third Party Vendor</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"> 3.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Future Dividend Rate</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Indicative&nbsp;Market&nbsp;Quotation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fundamental&nbsp;Valuation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Company&nbsp;Equity&nbsp;Value</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">526,100,000.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;470,735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Affiliates, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">471,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on
Investments Held at June&nbsp;30, 2020 may be due to an investment no longer held or categorized as Level&nbsp;3 at period&nbsp;end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not
considered significant to the&nbsp;Fund. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>91</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_33"></A>Consolidated Schedule of Investments <FONT
STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Dynamic Income Fund</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(Amounts in thousands*, except number of shares, contracts and units, if any) </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INVESTMENTS IN SECURITIES 171.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>LOAN PARTICIPATIONS AND ASSIGNMENTS 12.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Al Convoy (Luxembourg) SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% (EUR003M &#043; 3.750%) due&nbsp;01/17/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% (LIBOR03M &#043; 3.500%) due&nbsp;01/17/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">669</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Alphabet Holding Co., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.678% (LIBOR03M &#043; 3.500%) due&nbsp;09/26/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice France S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.185% (LIBOR03M &#043; 4.000%) due&nbsp;08/14/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ancestry.com Operations, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% (LIBOR03M &#043; 3.750%) due&nbsp;10/19/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% (LIBOR03M &#043; 4.250%) due&nbsp;08/27/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banijay Entertainment U.S. Holdings</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due&nbsp;03/04/2025 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Boels Topholding BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due&nbsp;02/05/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;2,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Resort Collection LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.928% (LIBOR03M &#043; 2.750%) due&nbsp;12/23/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">894</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Carnival Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due&nbsp;06/30/2025 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due&nbsp;06/30/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clay Holdco BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% (EUR003M &#043; 4.000%) due&nbsp;10/30/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% (LIBOR03M &#043; 3.750%) due&nbsp;09/02/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DTEK Holdings Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due&nbsp;08/01/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DTEK Investments Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% (LIBOR03M &#043; 5.000%) due&nbsp;06/30/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Elanco Animal Health, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due&nbsp;02/04/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Emerald TopCo, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.260% (LIBOR03M &#043; 3.500%) due&nbsp;07/24/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EyeCare Partners LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due&nbsp;02/18/2027 &micro;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.058% (LIBOR03M &#043; 3.750%) due&nbsp;02/05/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fleet U.S. Bidco, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.322% (LIBOR03M &#043; 3.250%) due&nbsp;10/07/2026 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Froneri International PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.428% (LIBOR03M &#043; 2.250%) due&nbsp;01/29/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.625% (EUR003M &#043; 2.625%) due&nbsp;01/29/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% (EUR003M &#043; 5.750%) due&nbsp;01/31/2028 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Front Range Bidco, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% (EUR003M &#043; 3.250%) due&nbsp;03/09/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">998</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.350% - 6.000% (LIBOR03M &#043; 3.750%) due&nbsp;06/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ingersoll Rand Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.928% (LIBOR03M &#043; 1.750%) due&nbsp;03/01/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Innophos, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.928% (LIBOR03M &#043; 3.750%) due&nbsp;02/04/2027 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% (LIBOR03M &#043; 5.500%) due&nbsp;07/13/2022 ~&micro;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% (PRIME &#043; 4.750%) due&nbsp;11/27/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Jefferies Finance LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.188% (LIBOR03M &#043; 3.000%) due&nbsp;06/03/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>McDermott Technology Americas, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.178% (LIBOR03M &#043; 3.000%) due 06/30/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.178% (LIBOR03M &#043; 4.000%) due 06/30/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Messer Industrie GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.808% (LIBOR03M &#043; 2.500%) due&nbsp;03/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MH Sub LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.572% (LIBOR03M &#043; 3.750%) due&nbsp;09/13/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NCI Building Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.941% (LIBOR03M &#043; 3.750%) due&nbsp;04/12/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Neiman Marcus Group Ltd. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due&nbsp;05/08/2025 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% - 2.000% due 10/25/2023&nbsp;^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;12,443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14.000% (LIBOR03M &#043; 12.750%) due 10/07/2020&nbsp;&laquo;~&micro;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nielsen Finance LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% (EUR003M &#043; 3.750%) due&nbsp;06/05/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% (LIBOR03M &#043; 3.750%) due&nbsp;06/04/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.429% (LIBOR03M &#043; 3.250%) due&nbsp;06/30/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due&nbsp;02/22/2049 ^&laquo;(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Parexel International Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.928% (LIBOR03M &#043; 2.750%) due&nbsp;09/27/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PetSmart, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% (LIBOR03M &#043; 4.000%) due&nbsp;03/11/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Preylock Reitman Santa Cruz Mezz LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% (LIBOR03M &#043; 5.500%) due&nbsp;11/09/2022 &laquo;~(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Project Anfora Senior</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750% (EUR003M &#043; 2.750%) due&nbsp;06/30/2024 &laquo;~(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PUG LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.678% (LIBOR03M &#043; 3.500%) due&nbsp;02/12/2027 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Refinitiv U.S. Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% (EUR003M &#043; 3.250%) due&nbsp;10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.428% (LIBOR03M &#043; 3.250%) due&nbsp;10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RegionalCare Hospital Partners Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.928% (LIBOR03M &#043; 3.750%) due&nbsp;11/17/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Reynolds Consumer Products LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.928% (LIBOR03M &#043; 1.750%) due&nbsp;02/04/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Mezzanine Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% (LIBOR03M &#043; 5.000%) due&nbsp;11/28/2021 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% (LIBOR03M &#043; 9.000%) due&nbsp;04/28/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sotera Health Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% (LIBOR03M &#043; 4.500%) due&nbsp;12/11/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Starfruit Finco BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.188% (LIBOR03M &#043; 3.000%) due&nbsp;10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Summer (BC) Holdco B SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.331% (LIBOR03M &#043; 4.750%) due&nbsp;12/04/2026 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sunshine Luxembourg SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% (EUR003M &#043; 3.750%) due&nbsp;10/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="56%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.322% (LIBOR03M &#043; 4.250%) due&nbsp;10/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Syniverse Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.873% (LIBOR03M &#043; 5.000%) due&nbsp;03/09/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.178% (LIBOR03M &#043; 5.000%) due&nbsp;06/26/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VS Buyer LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.428% (LIBOR03M &#043; 3.250%) due&nbsp;02/28/2027 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% (LIBOR03M &#043; 8.250%) due&nbsp;03/15/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC (15.000%&nbsp;PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15.000% due&nbsp;03/15/2029 &laquo;(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Windstream Services LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% (PRIME &#043; 4.250%) due&nbsp;02/17/2024 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% (PRIME &#043; 5.000%) due&nbsp;03/29/2021 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zayo Group Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.178% (LIBOR03M &#043; 3.000%) due&nbsp;03/09/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Loan Participations and Assignments (Cost&nbsp;$229,844)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;174,347</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CORPORATE BONDS&nbsp;&amp; NOTES 39.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 13.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ally Financial, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;11/01/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ambac Assurance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.100% due&nbsp;12/31/2049 (i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ambac LSNI LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;02/12/2023 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ardonagh Midco PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due&nbsp;07/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39,183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due&nbsp;07/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banco BTG Pactual S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due&nbsp;01/10/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banco de Credito del Peru</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% due&nbsp;09/17/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays Bank PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due&nbsp;11/21/2022 (k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due&nbsp;09/15/2024 &#149;(i)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.125% due 06/15/2025&nbsp;&#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 03/15/2023&nbsp;&#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 09/15/2022&nbsp;&#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 06/15/2024&nbsp;&#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBL&nbsp;&amp; Associates LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due&nbsp;10/15/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due&nbsp;12/01/2023 ^(e)(j)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due&nbsp;12/15/2026 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Group AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 09/12/2025&nbsp;&#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 07/17/2023&nbsp;&#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Emerald Bay S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;10/08/2020 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ESH Hospitality, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due&nbsp;10/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ford Motor Credit Co. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.200% due&nbsp;01/15/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.350% due&nbsp;11/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.470% due&nbsp;04/05/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fortress Transportation&nbsp;&amp; Infrastructure Investors LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;10/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>92</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Capital Funding LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.400% due&nbsp;05/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Capital International Funding Co. Unlimited Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.418% due&nbsp;11/15/2035 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Growthpoint Properties International Pty. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.872% due&nbsp;05/02/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSBC Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due&nbsp;09/28/2026 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;09/29/2023 &#149;(i)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;03/23/2028 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hunt Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;02/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Indian Railway Finance Corp. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.249% due&nbsp;02/13/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.950% due&nbsp;02/13/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ING Groep NV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;11/16/2026 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">795</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ladder Capital Finance Holdings LLLP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due&nbsp;02/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lloyds Banking Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due&nbsp;12/27/2024 &#149;(i)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;09/27/2025 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due&nbsp;06/27/2023 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due&nbsp;06/27/2029 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oppenheimer Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due&nbsp;07/01/2022 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pinnacol Assurance</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due&nbsp;06/25/2034 &laquo;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Preferred Term Securities Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.701% (US0003M &#043; 0.380%) due&nbsp;09/23/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Royal Bank of Scotland Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;12/29/2025 &#149;(i)(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;08/10/2025 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Santander UK Group Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due&nbsp;06/24/2024 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due&nbsp;06/24/2022 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Societe Generale S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due&nbsp;04/06/2028 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due&nbsp;10/04/2023 &#149;(i)(k)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Springleaf Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due&nbsp;03/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tesco Property Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.052% due&nbsp;10/13/2039 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,979</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Toll Road Investors Partnership LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;02/15/2045 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Unique Pub Finance Co. PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.659% due&nbsp;06/30/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniti Group LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due&nbsp;02/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Voyager Aviation Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due&nbsp;08/15/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;182,616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 20.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Aker BP ASA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due&nbsp;01/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due&nbsp;01/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Albertsons Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due&nbsp;02/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due&nbsp;01/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due&nbsp;02/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice Financing S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.250% due&nbsp;01/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;05/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Arconic Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due&nbsp;02/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Associated Materials LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due&nbsp;01/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>B.C. Unlimited Liability Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due&nbsp;01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bioceanico Sovereign Certificate Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;06/05/2034 (h)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Boeing Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.508% due&nbsp;05/01/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due&nbsp;05/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.040% due&nbsp;05/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.150% due&nbsp;05/01/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.705% due&nbsp;05/01/2040 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.805% due&nbsp;05/01/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.930% due&nbsp;05/01/2060 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bombardier, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due&nbsp;01/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;12/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;03/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due&nbsp;04/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Broadcom, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.150% due&nbsp;11/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.300% due&nbsp;11/15/2032 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Buffalo Thunder Development Authority</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;11/15/2029 &laquo;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11.000% due&nbsp;12/09/2022 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Camelot Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due&nbsp;11/01/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CCO Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due&nbsp;08/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due&nbsp;03/01/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citrix Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due&nbsp;03/01/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Worldwide Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due&nbsp;02/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Colt Merger Sub, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;07/01/2025 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;07/01/2025 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,791</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Community Health Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;03/31/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;22,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;03/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due&nbsp;01/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Connect Finco SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due&nbsp;10/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Corning, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.450% due&nbsp;11/15/2079 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CSC Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.125% due&nbsp;12/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due&nbsp;12/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Delta Air Lines, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due&nbsp;01/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due&nbsp;09/01/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.750% due&nbsp;09/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DISH DBS Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due&nbsp;07/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eldorado Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;09/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Empresa de Transporte de Pasajeros Metro S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due&nbsp;05/07/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.700% due&nbsp;05/07/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Energy Transfer Operating LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.900% due&nbsp;05/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due&nbsp;05/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due&nbsp;05/15/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due&nbsp;10/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Exela Intermediate LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% due&nbsp;07/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Quantum Minerals Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;03/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due&nbsp;03/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fresh Market, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due&nbsp;05/01/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;03/23/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Full House Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.575% due&nbsp;01/31/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.738% due&nbsp;02/02/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.350% due&nbsp;05/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due&nbsp;01/14/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.150% due&nbsp;08/07/2037 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Griffon Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HCA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due&nbsp;09/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartCommunications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due&nbsp;05/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due&nbsp;05/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (3.625% Cash or 4.375% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due&nbsp;05/15/2025 (d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (3.875% Cash or 4.625% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due&nbsp;05/15/2027 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (6.000% Cash or 6.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;05/15/2027 (d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (6.375% Cash or 7.125% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due&nbsp;05/15/2029 (d)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Innophos Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.375% due&nbsp;02/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Connect Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.500% due&nbsp;02/15/2023 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;08/01/2023 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;02/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due&nbsp;10/15/2024 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;12,715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due&nbsp;07/15/2025 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,493</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due&nbsp;06/01/2021 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.125% due&nbsp;06/01/2023 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kraft Heinz Foods Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due&nbsp;05/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due&nbsp;03/01/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;06/01/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,649</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>L Brands, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.375% due&nbsp;07/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LifePoint Health, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due&nbsp;02/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mallinckrodt International Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;04/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mattel, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due&nbsp;12/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Melco Resorts Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due&nbsp;12/04/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due&nbsp;07/17/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NCL Corp. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due&nbsp;12/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Netflix, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due&nbsp;06/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">427</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due&nbsp;11/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,717</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due&nbsp;05/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due&nbsp;06/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due&nbsp;11/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Noble Holding International Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due&nbsp;02/01/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due&nbsp;02/01/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due&nbsp;06/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Drilling SA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due&nbsp;10/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pan American Energy LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28.216% (BADLARPP) due&nbsp;11/20/2020 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">132,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Par Pharmaceutical, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;04/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petroleos Mexicanos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.350% due&nbsp;02/12/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due&nbsp;01/28/2031 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.490% due&nbsp;01/23/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;03/13/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,871</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;01/23/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due&nbsp;09/21/2047 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.840% due&nbsp;01/23/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.950% due&nbsp;01/28/2060 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.690% due&nbsp;01/23/2050 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>93</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Picasso Finance Sub, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due&nbsp;06/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Platin 1426 GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due&nbsp;06/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due&nbsp;06/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">998</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Prime Security Services Borrower LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;01/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>QVC, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due&nbsp;03/15/2043 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Radiate Holdco LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due&nbsp;02/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Radiology Partners, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due&nbsp;02/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Refinitiv U.S. Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due&nbsp;05/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sabine Pass Liquefaction LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due&nbsp;05/15/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Scientific Games International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due&nbsp;07/01/2025 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sensata Technologies, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due&nbsp;02/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Staples, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;04/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TEGNA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due&nbsp;03/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due&nbsp;11/10/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance Co. BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due&nbsp;11/10/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance Netherlands BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.200% due&nbsp;07/21/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;01/31/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Topaz Solar Farms LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due&nbsp;09/30/2039 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;09/30/2039 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;34,752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TransDigm, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;11/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Guardian Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due&nbsp;01/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Pontus Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due&nbsp;08/01/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due&nbsp;11/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;01/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;02/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Trident TPI Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due&nbsp;08/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Triumph Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due&nbsp;06/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;09/15/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.625% due&nbsp;07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Unigel Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due&nbsp;10/01/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>United Group BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.125% due&nbsp;02/15/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due&nbsp;02/15/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due&nbsp;07/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due&nbsp;02/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Valaris PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;10/01/2044 ^(e)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due&nbsp;02/01/2026 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Vale Overseas Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due&nbsp;11/21/2036 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due&nbsp;11/10/2039 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ViaSat, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due&nbsp;04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Viking Cruises Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13.000% due&nbsp;05/15/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VMware, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.700% due&nbsp;05/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Western Midstream Operating LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.161% (US0003M &#043; 0.850%) due&nbsp;01/13/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due&nbsp;02/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wyndham Destinations, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due&nbsp;03/01/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due&nbsp;03/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due&nbsp;04/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wynn Macau Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due&nbsp;12/15/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>YPF S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33.088% (BADLARPP &#043; 6.000%) due&nbsp;03/04/2021 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zayo Group Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due&nbsp;03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;278,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 5.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AT&amp;T, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due&nbsp;06/01/2041 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due&nbsp;06/01/2051 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850% due&nbsp;06/01/2060 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Centrais Eletricas Brasileiras S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due&nbsp;02/04/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due&nbsp;02/04/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CenturyLink, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due&nbsp;02/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Edison International</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;06/15/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due&nbsp;04/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Drilling Norbe Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due&nbsp;12/01/2021 ^(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Offshore Drilling Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.720% due&nbsp;12/01/2022 ^(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.450% due&nbsp;08/15/2022 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due&nbsp;03/01/2026 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due&nbsp;09/15/2021 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due&nbsp;06/15/2023 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due&nbsp;03/15/2027 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.400% due&nbsp;08/15/2024 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">727</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due&nbsp;10/01/2020 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due&nbsp;06/15/2025 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due&nbsp;08/15/2042 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850% due&nbsp;11/15/2023 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due&nbsp;12/01/2046 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due&nbsp;05/15/2021 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.300% due&nbsp;03/15/2045 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due&nbsp;12/15/2041 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due&nbsp;06/15/2043 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due&nbsp;02/15/2044 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due&nbsp;11/15/2043 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due&nbsp;01/15/2040 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.800% due&nbsp;03/01/2037 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,885</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.050% due&nbsp;03/01/2034 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;03/01/2039 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due&nbsp;02/15/2038 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas and Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due&nbsp;08/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% due&nbsp;08/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,633</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petrobras Global Finance BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due&nbsp;01/16/2034 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.850% due&nbsp;06/05/2115 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RCS&nbsp;&amp; RDS S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500% due&nbsp;02/05/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due&nbsp;02/05/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rio Oil Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.200% due&nbsp;04/06/2028 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due&nbsp;07/06/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due&nbsp;07/06/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due&nbsp;01/06/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Southern California Edison Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due&nbsp;02/01/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="62%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sprint Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;11/15/2022 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sprint Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due&nbsp;09/15/2021 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due&nbsp;09/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Talen Energy Supply LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due&nbsp;01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Poseidon Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due&nbsp;02/01/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Sentry Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due&nbsp;05/15/2023 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74,774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Corporate Bonds&nbsp;&amp; Notes (Cost&nbsp;$565,090)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;535,576</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONVERTIBLE BONDS&nbsp;&amp; NOTES 0.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due&nbsp;10/01/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ensco Jersey Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due&nbsp;01/31/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Convertible Bonds&nbsp;&amp; Notes (Cost&nbsp;$8,248)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>7,417</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MUNICIPAL BONDS&nbsp;&amp; NOTES 0.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ILLINOIS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chicago, Illinois General Obligation Bonds, Series 2015</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due&nbsp;01/01/2042</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, (BABs), Series&nbsp;2010</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.725% due&nbsp;04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.350% due&nbsp;07/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, Series&nbsp;2003</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.100% due&nbsp;06/01/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WEST VIRGINIA 0.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series
2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;06/01/2047 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Municipal Bonds&nbsp;&amp; Notes (Cost&nbsp;$7,419)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>5,348</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. GOVERNMENT AGENCIES 3.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fannie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.835% due&nbsp;02/25/2040 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.736% due&nbsp;07/25/2041 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.886% due&nbsp;10/25/2040 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.935% due&nbsp;07/25/2029 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.166% due&nbsp;12/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.336% due&nbsp;09/25/2037 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.466% due&nbsp;11/25/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.536% due&nbsp;06/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.785% due&nbsp;02/25/2040 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.796% due&nbsp;03/25/2038 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.816% due&nbsp;02/25/2038 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">903</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.916% due&nbsp;06/25/2023 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11.960% due&nbsp;01/25/2041 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;02/25/2046 (b)(h)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100% due&nbsp;02/25/2046 (a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">146,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100% due&nbsp;02/25/2046 (a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.700% due&nbsp;11/25/2055 ~(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82,586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.079% due&nbsp;11/25/2045 ~(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.335% due&nbsp;10/25/2029 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.225% due&nbsp;05/15/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.285% due&nbsp;07/15/2036 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.395% due&nbsp;09/15/2036 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.515% due&nbsp;04/15/2036 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>94</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="58%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.595% due&nbsp;09/15/2036 &#149;(a)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.185% due&nbsp;03/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,089</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.685% due&nbsp;10/25/2028 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.935% due&nbsp;03/25/2025 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14.032% due&nbsp;09/15/2041 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,079</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16.413% due&nbsp;09/15/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total U.S. Government Agencies<BR>(Cost&nbsp;$49,280)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;49,689</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">NON-AGENCY</FONT> MORTGAGE-BACKED SECURITIES 53.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Alba PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.453% due&nbsp;12/15/2038 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>American Home Mortgage Assets Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.475% due&nbsp;08/25/2037 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.725% due&nbsp;11/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>American Home Mortgage Investment Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.785% due&nbsp;09/25/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.085% due&nbsp;02/25/2044 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;06/25/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;06/25/2046</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;06/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.400% due&nbsp;04/20/2047 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.640% due&nbsp;02/20/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.697% due&nbsp;08/25/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.687% due&nbsp;03/20/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,072</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.768% due&nbsp;01/20/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.814% due&nbsp;01/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.119% due&nbsp;07/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.996% due&nbsp;01/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.122% due&nbsp;10/20/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bancaja Fondo de Titulizacion de Activos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;10/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BCAP LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due&nbsp;07/26/2045 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.437% due&nbsp;04/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.496% due&nbsp;07/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.545% due&nbsp;02/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.912% due&nbsp;11/26/2035 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.025% due&nbsp;06/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;12/26/2035 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;08/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Adjustable Rate Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.673% due&nbsp;06/25/2047 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,656</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns <FONT STYLE="white-space:nowrap">ALT-A</FONT> Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.385% due&nbsp;02/25/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.740% due&nbsp;09/25/2035 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.776% due&nbsp;11/25/2035 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BRAD Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.146% due&nbsp;03/12/2021 &laquo;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.550% due&nbsp;03/12/2021 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.398% due&nbsp;12/11/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.688% due&nbsp;10/15/2048 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chase Mortgage Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.597% due&nbsp;01/25/2036 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.687% due&nbsp;03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.794% due&nbsp;12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850% due&nbsp;02/25/2036 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due&nbsp;10/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.934% due&nbsp;09/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.140% due&nbsp;03/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.252% due&nbsp;12/10/2049 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.375% due&nbsp;09/25/2046 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.435% due&nbsp;06/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.798% due&nbsp;12/25/2035 ~(a)(b)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.915% due&nbsp;11/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.687% due&nbsp;12/25/2035 ~(a)(b)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.197% due&nbsp;06/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;08/25/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;07/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;01/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;04/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;01/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;01/25/2037 ^(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,656</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;04/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;08/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;11/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;12/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;01/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;02/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">979</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;03/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;03/25/2037 ^(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;04/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;07/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;09/25/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,015</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.966% due&nbsp;07/25/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37.893% due&nbsp;05/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Home Loan Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.508% due&nbsp;03/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.785% due&nbsp;03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.055% due&nbsp;03/25/2046 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.403% due&nbsp;11/20/2035 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,948</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.907% due&nbsp;06/25/2047 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due&nbsp;11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;12/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;07/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;08/25/2037 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;08/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.869% due&nbsp;09/15/2040 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.539% due&nbsp;02/27/2047 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42,757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;25,428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.247% due&nbsp;06/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.661% due&nbsp;04/26/2035 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.713% due&nbsp;07/26/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due&nbsp;08/26/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due&nbsp;08/27/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.896% due&nbsp;04/25/2036 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;07/26/2036 ^(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Debussy DTC PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.930% due&nbsp;07/12/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due&nbsp;07/12/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Deutsche <FONT STYLE="white-space:nowrap">ALT-A</FONT> Securities, Inc. Mortgage Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;10/25/2021 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dssv SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due&nbsp;10/15/2024 &laquo;&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eurosail PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;06/13/2045 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.193% (BP0003M &#043; 1.000%) due&nbsp;06/13/2045 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.443% (BP0003M &#043; 1.250%) due&nbsp;06/13/2045 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.943% (BP0003M &#043; 1.750%) due&nbsp;06/13/2045 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.693% (BP0003M &#043; 3.500%) due&nbsp;06/13/2045 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Horizon Alternative Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.422% due&nbsp;08/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">717</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.916% due&nbsp;11/25/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Horizon Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;08/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fondo de Titulizacion de Activos UCI</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;06/16/2049 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GC Pastor Hipotecario FTA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;06/21/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GreenPoint Mortgage Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.385% due&nbsp;12/25/2046 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Grifonas Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;08/28/2039 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GS Mortgage Securities Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.835% due&nbsp;12/15/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.744% due&nbsp;10/10/2032 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.744% due&nbsp;10/10/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSR Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.149% due&nbsp;11/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;08/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HarborView Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.674% due&nbsp;03/19/2036 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.694% due&nbsp;01/19/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.840% due&nbsp;06/20/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.090% due&nbsp;06/20/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hipocat FTA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;10/24/2039 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;01/15/2050 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IM Pastor Fondo de Titluzacion Hipotecaria</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;03/22/2043 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Impac CMB Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.905% due&nbsp;10/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Impac Secured Assets Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.295% due&nbsp;05/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IndyMac Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.385% due&nbsp;11/25/2046 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.435% due&nbsp;02/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,435</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.485% due&nbsp;07/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.121% due&nbsp;03/25/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.428% due&nbsp;06/25/2037 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.512% due&nbsp;02/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.385% due&nbsp;06/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.569% due&nbsp;11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.960% due&nbsp;12/25/2036 ^&thorn;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Chase Commercial Mortgage Securities&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.645% due&nbsp;06/15/2045 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.626% due&nbsp;10/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">661</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.771% due&nbsp;06/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lavender Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;11/26/2036 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">LB-UBS</FONT> Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.359% due&nbsp;02/15/2040 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,945</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;08/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;09/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;09/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due&nbsp;09/25/2037 ^(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;11,808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman XS Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.465% due&nbsp;07/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.685% due&nbsp;07/25/2047 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,427</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Adjustable Rate Mortgages Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.385% due&nbsp;05/25/2047 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,455</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.865% due&nbsp;05/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.535% due&nbsp;03/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.585% due&nbsp;03/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Merrill Lynch Mortgage Investors Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.828% due&nbsp;05/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley <FONT STYLE="white-space:nowrap">Re-REMIC</FONT> Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.790% due&nbsp;07/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.576% due&nbsp;09/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;04/26/2036 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mortgage Equity Conversion Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due&nbsp;07/25/2060</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Motel 6 Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.111% due&nbsp;08/15/2024 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Natixis Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.185% due&nbsp;11/15/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.185% due&nbsp;11/15/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Newgate Funding PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.393% due&nbsp;12/15/2050 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.892% due&nbsp;12/15/2050 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.142% due&nbsp;12/15/2050 &laquo;&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.443% due&nbsp;12/15/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nomura Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.349% due&nbsp;09/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>95</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="56%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NovaStar Mortgage Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.565% due&nbsp;09/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RBSSP Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.482% due&nbsp;07/26/2045 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;18,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.092% due&nbsp;05/26/2037 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;03/26/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Accredit Loans, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.365% due&nbsp;07/25/2036 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.375% due&nbsp;05/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,981</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.504% due&nbsp;01/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.470% due&nbsp;01/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;08/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;06/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;09/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due&nbsp;10/25/2037 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Securitization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;07/25/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;08/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Funding Mortgage Securities, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.355% due&nbsp;08/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">927</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.850% due&nbsp;11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;04/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rite Aid Pass-Through Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.779% due&nbsp;01/02/2021 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,096</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RiverView HECM Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.680% due&nbsp;05/25/2047 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequoia Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.560% due&nbsp;07/20/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.390% due&nbsp;10/20/2027 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Adjustable Rate Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.704% due&nbsp;02/25/2037 ^~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.726% due&nbsp;08/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.912% due&nbsp;04/25/2047 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Mortgage Investments Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.375% due&nbsp;07/25/2046 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.525% due&nbsp;03/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.721% due&nbsp;02/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SunTrust Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.966% due&nbsp;04/25/2036 ^&#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TBW Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due&nbsp;07/25/2036 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WaMu Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.605% due&nbsp;06/25/2044 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.990% due&nbsp;07/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.254% due&nbsp;06/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.314% due&nbsp;07/25/2047 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.384% due&nbsp;10/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.578% due&nbsp;03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.649% due&nbsp;02/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Washington Mutual Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.425% due&nbsp;01/25/2047 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.785% due&nbsp;07/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;04/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells Fargo Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.667% due&nbsp;07/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;07/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells Fargo Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.018% due&nbsp;04/27/2036 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells Fargo Mortgage-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;06/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities
(Cost&nbsp;$665,764)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;734,694</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ASSET-BACKED SECURITIES 44.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ACE Securities Corp. Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.145% due&nbsp;08/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Aegis Asset-Backed Securities Trust Mortgage Pass-Through Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.285% due&nbsp;09/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Alkali Europe SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due&nbsp;05/15/2021 &laquo;&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Asset-Backed Funding Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.235% due&nbsp;03/25/2034 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.735% due&nbsp;06/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.112% due&nbsp;10/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.345% due&nbsp;12/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.405% due&nbsp;12/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.885% due&nbsp;11/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.830% due&nbsp;03/25/2036 ^&thorn;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.852% due&nbsp;05/25/2036 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.445% due&nbsp;03/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Conseco Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.060% due&nbsp;02/01/2031 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due&nbsp;03/01/2030 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Conseco Finance Securitizations Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.163% due&nbsp;03/01/2033 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cork Street CLO Designated Activity Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;11/27/2028 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coronado CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.831% due&nbsp;09/04/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;09/04/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.315% due&nbsp;12/25/2036 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.355% due&nbsp;06/25/2047 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.385% due&nbsp;06/25/2037 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.385% due&nbsp;06/25/2047 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.445% due&nbsp;01/25/2046 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;23,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.605% due&nbsp;06/25/2036 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.302% due&nbsp;02/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.425% due&nbsp;03/25/2047 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.915% due&nbsp;04/25/2036 ^&#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.535% due&nbsp;11/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.859% due&nbsp;10/25/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.657% due&nbsp;03/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Crecera Americas LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.563% due&nbsp;08/31/2020 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit-Based Asset Servicing&nbsp;&amp; Securitization CBO&nbsp;Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.568% due&nbsp;09/06/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit-Based Asset Servicing&nbsp;&amp; Securitization LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;10/25/2036 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CSAB Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due&nbsp;05/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Driven Brands Funding LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.786% due&nbsp;07/20/2050 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ECAF Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.947% due&nbsp;06/15/2040</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EMC Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.125% due&nbsp;04/25/2042 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.560% due&nbsp;04/25/2042 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Franklin Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.655% due&nbsp;11/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.685% due&nbsp;12/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Glacier Funding CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.826% due&nbsp;08/04/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GMAC Mortgage Corp. Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.749% due&nbsp;12/25/2037 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSAMP Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.060% due&nbsp;06/25/2034 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Helios Issuer LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.980% due&nbsp;06/20/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hout Bay Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.627% due&nbsp;07/05/2041 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.827% due&nbsp;07/05/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,871</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.957% due&nbsp;07/05/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hyundai Auto Receivables Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000% due&nbsp;12/15/2022 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IndyMac Home Equity Mortgage Loan
<FONT STYLE="white-space:nowrap">Asset-Backed&nbsp;Trust</FONT></B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.105% due&nbsp;12/25/2031 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Mortgage Acquisition Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.805% due&nbsp;12/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="65%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">KGS-Alpha</FONT> SBA COOF Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.846% due&nbsp;04/25/2038 &laquo;~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman XS Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.170% due&nbsp;06/24/2046 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Long Beach Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.375% due&nbsp;02/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.705% due&nbsp;08/25/2045 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,414</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.890% due&nbsp;11/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.235% due&nbsp;02/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.235% due&nbsp;06/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Marlette Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;09/17/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;03/15/2030 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.335% due&nbsp;03/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.755% due&nbsp;01/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">Mid-State</FONT> Capital Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.742% due&nbsp;10/15/2040 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,717</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley ABS Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.285% due&nbsp;11/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.515% due&nbsp;02/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.220% due&nbsp;01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.415% due&nbsp;04/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,506</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>National Collegiate Commutation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;03/25/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oakwood Mortgage Investors, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.840% due&nbsp;11/15/2029 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.490% due&nbsp;10/15/2030 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ocean Trails CLO</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.534% due&nbsp;08/13/2025 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Option One Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.545% due&nbsp;01/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Orient Point CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.707% due&nbsp;10/03/2045 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">147,353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;61,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Palisades CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.048% due&nbsp;07/22/2039 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Popular ABS Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.435% due&nbsp;08/25/2035 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.160% due&nbsp;04/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Securities Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.425% due&nbsp;08/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Saxon Asset Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.635% due&nbsp;11/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SLM Student Loan EDC Repackaging Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;10/28/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SLM Student Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;01/25/2042 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SMB Private Education Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;10/15/2048 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SoFi Professional Loan Program LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;03/25/2036 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;01/25/2039 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;05/25/2040 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;07/25/2040 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;09/25/2040 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Soloso CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.707% due&nbsp;10/07/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Soundview Home Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.465% due&nbsp;06/25/2037 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.685% due&nbsp;03/25/2036 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>South Coast Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.633% due&nbsp;01/06/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">140,824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Securities Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.185% due&nbsp;05/25/2032 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Symphony CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.911% due&nbsp;07/14/2026 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tropic CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.539% due&nbsp;07/15/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,998</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Verde CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.603% due&nbsp;10/05/2045 &#149;(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">86,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>96</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="54%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westlake Automobile Receivables Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.010% due&nbsp;07/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.760% due&nbsp;01/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Asset-Backed Securities<BR>(Cost&nbsp;$640,126)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;616,495</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SOVEREIGN ISSUES 4.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argentina Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000% due&nbsp;08/05/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">118,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,096</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500% due&nbsp;07/22/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.375% due&nbsp;01/15/2023 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.380% due&nbsp;12/31/2038 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due&nbsp;01/15/2022 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due&nbsp;01/15/2028 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due&nbsp;11/09/2047 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.820% due&nbsp;12/31/2033 ^(e)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15.500% due&nbsp;10/17/2026 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26.415% (BADLARPP &#043; 2.000%) due&nbsp;04/03/2022 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">147,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30.022% (BADLARPP) due&nbsp;10/04/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Autonomous City of Buenos Aires Argentina</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29.825% (BADLARPP &#043; 5.000%) due&nbsp;01/23/2022 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">283,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.995% due&nbsp;03/29/2024 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">866,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Autonomous Community of Catalonia</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.900% due&nbsp;09/15/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ghana Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due&nbsp;02/11/2027 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due&nbsp;02/11/2035 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due&nbsp;03/11/2061 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Perusahaan Penerbit SBSN Indonesia</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.300% due&nbsp;06/23/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.800% due&nbsp;06/23/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.800% due&nbsp;06/23/2050</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Provincia de Buenos Aires</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28.192% due&nbsp;04/12/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">717,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.817% due&nbsp;05/31/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>South Africa Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.850% due&nbsp;09/30/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due&nbsp;09/30/2049 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Turkey Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due&nbsp;03/13/2025 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due&nbsp;04/26/2029 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Turkiye Ihracat Kredi Bankasi A/S</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due&nbsp;01/24/2024 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ukraine Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due&nbsp;01/27/2030 (n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Venezuela Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due&nbsp;12/09/2020 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due&nbsp;10/13/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due&nbsp;09/15/2027 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Sovereign Issues (Cost&nbsp;$105,195)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>56,758</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="61%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMON STOCKS 2.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc.&nbsp;(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,495,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. &laquo;(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. &#145;A&#146; (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONSUMER DISCRETIONARY 1.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp. (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,283,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Desarrolladora Homex S.A.B. de C.V. (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">719,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Urbi Desarrollos Urbanos S.A.B. de C.V. (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ENERGY 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. &laquo;(f)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">838,824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. (f)(l</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. SP - ADR&nbsp;(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>McDermott International, Inc. &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">730,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC &laquo;(f)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE 0.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Uniti Group, Inc. &laquo;&#134;(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">648,881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eneva S.A. (f)(l)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TexGen Power LLC &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130,864</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Common Stocks (Cost&nbsp;$47,840)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;31,061</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WARRANTS 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. - Exp.&nbsp;05/01/2039</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">537,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Warrants (Cost&nbsp;$9,849)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>4,485</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PREFERRED SECURITIES 0.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 0.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AGFC Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.969% (US0003M &#043; 1.750%) due&nbsp;01/15/2067 ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,900,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="51%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nationwide Building Society</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.250% ~(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Stichting AK Rabobank Certificaten</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due&nbsp;12/29/2049 (i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">440,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">528</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due&nbsp;01/21/2021 &#149;(i)(n)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">737,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Preferred Securities (Cost&nbsp;$8,348)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>5,628</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE INVESTMENT TRUSTS 0.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE 0.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VICI Properties, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">594,589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Real Estate Investment Trusts (Cost&nbsp;$7,462)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>12,005</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT-TERM INSTRUMENTS 8.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REPURCHASE AGREEMENTS (m) 7.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102,683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT-TERM NOTES 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argentina Treasury Bond BONCER</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.100% due&nbsp;04/17/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ARGENTINA TREASURY BILLS 0.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.786% due&nbsp;09/18/2020 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30.365% due&nbsp;08/28/2020 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">159,102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28.142% due&nbsp;07/31/2020 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45,815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27.184% due&nbsp;07/31/2020 - 10/29/2020 (g)(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">337,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. TREASURY BILLS 0.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.145% due&nbsp;07/21/2020 - 09/10/2020 (g)(h)(n)(q)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Short-Term Instruments (Cost&nbsp;$118,856)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>118,621</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments in Securities (Cost&nbsp;$2,463,321)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>2,352,124</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4" COLSPAN="9"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments 171.1% (Cost&nbsp;$2,463,321)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>2,352,124</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative<BR>Instruments (o)(p) (0.6)%</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(Cost or Premiums, net $(17,679))</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P> <P STYLE="margin-left:0em; text-indent:0em"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(8,738</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Other Assets and Liabilities, net (70.4)%</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(968,279</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Assets 100.0%</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;1,375,107</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="6" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>NOTES TO CONSOLIDATED SCHEDULE OF&nbsp;INVESTMENTS: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>*</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>A zero balance may reflect actual amounts rounding to less than one&nbsp;thousand. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>^</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is in&nbsp;default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&laquo;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security valued using significant unobservable inputs (Level&nbsp;3). </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&micro;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be
determined at the time of funding. See Note 4, Securities and Other Investments, in the Notes to Financial Statements for more information regarding unfunded loan&nbsp;commitments. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>~</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are
not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a
reference rate and/or spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&#149;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and
may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&thorn;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in
effect as of period&nbsp;end. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&#134;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forward Commitment Transaction. </B></FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>97</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(a)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is an Interest Only (&#147;IO&#148;) or IO&nbsp;Strip. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
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<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(b)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal only&nbsp;security. </B></FONT></P></TD></TR></TABLE>
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<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(c)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>When-issued&nbsp;security. </B></FONT></P></TD></TR></TABLE>
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<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(d)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payment <FONT STYLE="white-space:nowrap">in-kind&nbsp;security.</FONT> </B></FONT></P></TD></TR></TABLE>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(e)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is not accruing income as of the date of this&nbsp;report. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
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<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(f)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security did not produce income within the last twelve&nbsp;months. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(g)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents&nbsp;a weighted average&nbsp;yield to&nbsp;maturity. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(h)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zero coupon&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(i)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Perpetual maturity; date shown, if applicable, represents next contractual call&nbsp;date. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(j)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is subject to a forbearance agreement entered into by the Fund which forbears the Fund from taking action to, among
other things, accelerate and collect payments on the subject note with respect to specified events of default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(k)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Contingent convertible&nbsp;security. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(l)&nbsp;&nbsp;RESTRICTED&nbsp;SECURITIES: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Issuer&nbsp;Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of Net&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="5"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Buffalo Thunder Development Authority 0.000% due&nbsp;11/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/08/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Dommo Energia&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">12/21/2017&nbsp;-&nbsp;12/03/2019</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.02</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Eneva&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">12/21/2017&nbsp;-&nbsp;12/03/2019</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.02</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pinnacol Assurance 8.625% due&nbsp;06/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="5"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preylock Reitman Santa Cruz Mezz LLC 6.500% due&nbsp;11/09/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/09/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Project Anfora Senior 2.750% due&nbsp;06/30/2024 </FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/30/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Uniti Group, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Westmoreland Mining Holdings&nbsp;LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/26/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD COLSPAN="8" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;41,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;44,326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="8" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER
FINANCING&nbsp;TRANSACTIONS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(m)&nbsp;&nbsp;REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="42%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Lending<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateralized&nbsp;By</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">AZD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.115</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;50,000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 2.375% due&nbsp;05/15/2029</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(50,905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.120</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,600</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 1.500% due&nbsp;09/30/2024</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DEU</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.120</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,100</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Bonds 3.000% due&nbsp;02/15/2048</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,483</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Inflation Protected Securities 0.125% due&nbsp;04/15/2022</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">IND</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.120</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Bonds 3.375% due&nbsp;05/15/2044</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(26,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.120</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/02/2020</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,500</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Bonds 3.000% due&nbsp;11/15/2044</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(104,465</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;102,683</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;102,683</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REVERSE
REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="32%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BNY</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,911</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.524</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25,787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25,814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/30/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(10,822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(736</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>98</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="32%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,917</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(17,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/02/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,322</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.568</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/14/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(24,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(24,498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(911</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(51,303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(51,435</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BYR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/31/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(34,171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(34,171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CDC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CEW</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CIB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/30/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CSG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FOB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GSC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">IND</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,072</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,956</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>99</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="30%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(8,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/30/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29,107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SBI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/16/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.687</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,868</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/30/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(524</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/28/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/19/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/18/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,064</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,885</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,567</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/21/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/11/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11/12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,927</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(28,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(28,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,671</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/30/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,098</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,034</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,878</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/29/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>100</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="32%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/22/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/25/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/06/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/03/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(36,639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(36,649</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.933</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.934</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/17/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,945</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/26/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/26/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,039,779</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER
FINANCING TRANSACTIONS&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of Borrowings and Other Financing Transactions and collateral pledged/(received) as of June&nbsp;30,&nbsp;2020: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="41%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Borrowings and<BR>Other&nbsp;Financing<BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;
Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Global/Master Repurchase&nbsp;Agreement</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">AZD</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(50,906</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(906</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BNY</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(39,794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(39,794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58,517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;18,723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(44,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37,550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43,215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(231,918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(231,918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">292,774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60,856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BYR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(34,171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(34,171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44,714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CDC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25,909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25,909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CEW</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CIB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CSG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DEU</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FOB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GSC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">IND</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(81,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(81,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;111,652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,096</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(97,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(97,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33,524</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SBI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(174,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(174,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">230,469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(149,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(149,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">186,835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total&nbsp;Borrowings&nbsp;and&nbsp;Other&nbsp;Financing&nbsp;Transactions</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;102,683</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,039,779</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CERTAIN TRANSFERS ACCOUNTED
FOR AS SECURED&nbsp;BORROWINGS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Remaining Contractual Maturity
of the&nbsp;Agreements </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="52%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Overnight&nbsp;and<BR>Continuous</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Up&nbsp;to&nbsp;30&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">31-90&nbsp;days</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Greater&nbsp;Than&nbsp;90&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(166,729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(69,568</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(62,389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(314,216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Convertible Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27,378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(115,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(193,806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(32,619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(369,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(85,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(87,347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(33,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(206,712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27,039</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(43,429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total&nbsp;Borrowings</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(42,908</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(419,803</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(363,431</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(142,906</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(969,048</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payable for reverse repurchase agreements<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"></SUP>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(969,048</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>101</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(n)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $1,431,545 have been pledged as collateral under the terms of the above master
agreements as of June&nbsp;30,&nbsp;2020. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes accrued&nbsp;interest. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The average amount of borrowings outstanding during the period ended June&nbsp;30, 2020 was $(1,034,528) at a weighted average interest
rate of 2.434%.Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the&nbsp;period. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Open maturity reverse repurchase&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from
borrowings and other financing transactions can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for
more&nbsp;information. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Unsettled reverse repurchase agreements liability of $(70,731) is outstanding at period&nbsp;end. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(o)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS:
EXCHANGE-TRADED OR CENTRALLY&nbsp;CLEARED </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL&nbsp;PROTECTION<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Reference&nbsp;Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>June&nbsp;30,&nbsp;2020<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Bombardier,&nbsp;Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24.293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,068</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Bombardier,&nbsp;Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23.703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="4" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INTEREST RATE&nbsp;SWAPS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="31%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="13%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Pay/Receive<BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Floating Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">1-Day&nbsp;GBP-SONIO</FONT></FONT> <FONT
STYLE="white-space:nowrap">Compounded-OIS</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/16/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/21/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">303,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">232,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/20/2043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(13,587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(13,701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/16/2045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/12/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/11/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/18/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/18/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;GBP-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/18/2050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="4" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="15"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>4,578</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>1,424</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>6,002</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,128</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(914</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="18" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the market value and variation margin of Exchange-Traded or Centrally Cleared Financial Derivative Instruments as of June&nbsp;30,&nbsp;2020: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="54%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Asset</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Liability</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Exchange-Traded or Centrally&nbsp;Cleared</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,128</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,128</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(914)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(914)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cash of $20,840 has been
pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of June&nbsp;30,&nbsp;2020.</B> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on
issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the
cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s credit soundness and a greater likelihood or risk of
default or other credit event occurring as defined under the terms of the&nbsp;agreement. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>102</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&#146;s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">This instrument has a forward starting effective date. See Note 2, Securities Transactions and Investment Income, in the Notes to
Financial Statements for further&nbsp;information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(p)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE&nbsp;COUNTER </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FORWARD FOREIGN CURRENCY&nbsp;CONTRACTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="35%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59,039</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48,821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,911</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">342,644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63,198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72,309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">234,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DUB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FBF</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">IDR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108,952,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62,039</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76,522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">151,491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56,727</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93,665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70,046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">INR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">563,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">118,916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77,248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85,979</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CLP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,149,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UAG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">248,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">154,495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Forward Foreign Currency&nbsp;Contracts</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,088</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(3,408</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON
CREDIT INDICES - SELL&nbsp;PROTECTION<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="48%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Index/Tranches</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B>
</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;
Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FBF</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.AA.6-2&nbsp;Index</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.170%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/25/2046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(22,257</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;15,625</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(6,632</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
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<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>103</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral pledged/(received) as of June&nbsp;30,&nbsp;2020: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Market<BR>Value&nbsp;of&nbsp;OTC<BR>Derivatives</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DUB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FBF</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(6,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(377</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">317</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,000</FONT></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(971</FONT></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Over the&nbsp;Counter</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,088</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,088</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(3,408</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(6,632</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(10,040</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(q)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $7,933 have been pledged as collateral for financial derivative instruments as
governed by International Swaps and Derivatives Association, Inc. master agreements as of June&nbsp;30,&nbsp;2020. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">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&#146;s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from OTC
derivatives can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 7, Principal Risks, in the Notes to Financial Statements for more information regarding master netting&nbsp;agreements.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE OF FINANCIAL
DERIVATIVE&nbsp;INSTRUMENTS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a
summary of the fair valuation of the Fund&#146;s derivative instruments categorized by risk exposure. See Note 7, Principal Risks, in the Notes to Financial Statements on risks of the&nbsp;Fund. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fair Values of Financial Derivative Instruments on the
Consolidated Statements of Assets and Liabilities as of June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="43%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;6,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;10,954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>104</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The effect of Financial Derivative Instruments on
the Consolidated Statements of Operations for the period ended June&nbsp;30,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="41%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Realized Gain (Loss) on Financial Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(10,382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(54,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(64,664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(54,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(56,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Change in Unrealized Appreciation (Depreciation) on Financial
Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43,175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44,528</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;43,175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE&nbsp;MEASUREMENTS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the fair
valuations according to the inputs used as of June&nbsp;30, 2020 in valuing the Fund&#146;s assets and<B></B>&nbsp;liabilities: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="46%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">174,347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">171,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">182,616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">278,184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">278,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74,774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74,774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Convertible Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Municipal Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Illinois</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">West&nbsp;Virginia</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">706,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">734,694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;575,618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;40,877</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;616,495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Consumer&nbsp;Discretionary</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;15,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="37%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate Investment&nbsp;Trusts</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real&nbsp;Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Short-Term&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Repurchase&nbsp;Agreements</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102,683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102,683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Short-Term&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Argentina Treasury&nbsp;Bills</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury&nbsp;Bills</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total&nbsp;Investments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;30,184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,136,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;185,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,352,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total Financial Derivative&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,127,872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">185,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,343,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>105</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT
STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended June&nbsp;30,&nbsp;2020: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="28%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Sales/Settlements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;into<BR>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;out<BR>of Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held at<BR>06/30/2020<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40,877</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;73,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;131,749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(24,526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(6,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(26,217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;41,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(5,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;185,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(11,865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of
significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level&nbsp;3 of the fair value&nbsp;hierarchy: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="30%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category&nbsp;and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Valuation<BR>Technique</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unobservable<BR>Inputs</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(% Unless Noted&nbsp;Otherwise)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Input&nbsp;Value(s)<BR></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Weighted<BR>Average</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Discounted Cash&nbsp;Flow</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Discount&nbsp;Rate</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.960-8.030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Liquidity&nbsp;Discount</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52,354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Third Party&nbsp;Vendor</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">63.000-108.750</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87.024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Option&nbsp;Adjusted&nbsp;Spread</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">660.300&nbsp;bps</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Discounted&nbsp;Cash&nbsp;Flow</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Discount&nbsp;Rate</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">1.500-96.125</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92.451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Discounted Cash&nbsp;Flow</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Discount&nbsp;Rate</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.391-95,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50,692.248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Third Party Vendor</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Future Dividend Rate</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Indicative&nbsp;Market&nbsp;Quotation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;185,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on
Investments Held at June&nbsp;30, 2020 may be due to an investment no longer held or categorized as Level&nbsp;3 at period&nbsp;end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not
considered significant to the&nbsp;Fund. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>106</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_12"></A>Notes to Financial Statements </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">1. ORGANIZATION </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PCM Fund, Inc., PIMCO Global StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income Fund, PIMCO Income Opportunity Fund, PIMCO Strategic Income Fund, Inc., PIMCO Dynamic Credit and Mortgage
Income Fund and PIMCO Dynamic Income Fund (each a &#147;Fund&#148; and collectively the &#147;Funds&#148;) are organized as <FONT STYLE="white-space:nowrap">closed-end</FONT> management investment companies registered under the Investment Company
Act of 1940, as amended, and the rules and regulations thereunder (the &#147;Act&#148;). PIMCO Global StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income Fund, PIMCO Income Opportunity Fund, PIMCO Dynamic Credit and Mortgage Income Fund and PIMCO Dynamic Income Fund were organized as Massachusetts business trusts on the dates
shown in the table below. PCM Fund, Inc. and PIMCO Strategic Income Fund, Inc. were organized as Maryland corporations on the dates shown in the table below. Pacific Investment Management Company LLC (&#147;PIMCO&#148; or the &#147;Manager&#148;)
serves as the Funds&#146; investment manager. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="71%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fund Name</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Formation Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;23,&nbsp;1993</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">February&nbsp;16, 2005</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">September&nbsp;12, 2007</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">December&nbsp;9, 1993</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">September&nbsp;27,&nbsp;2012</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">January&nbsp;19, 2011</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Hereinafter, the terms
&#147;Trustee&#148; or &#147;Trustees&#148; shall refer to a Director or Directors of applicable Funds. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="3">2. SIGNIFICANT ACCOUNTING POLICIES </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The following is a summary of significant accounting policies consistently followed by each Fund in the preparation of its financial statements in conformity with accounting principles
generally accepted in the United States of America (&#147;U.S. GAAP&#148;). Each Fund is treated as an investment company under the reporting requirements of U.S. GAAP. The functional and reporting currency for the Funds is the U.S. dollar. The
preparation of financial statements in accordance with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the
financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(a) Securities Transactions and Investment Income</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Securities transactions are recorded as of the trade date for financial reporting purposes. Securities purchased or sold on a when-issued or delayed-delivery basis may be settled
beyond a standard settlement period for the security after the trade date. Realized gains (losses) from securities sold are recorded on the identified cost basis. Dividend income is recorded on the <FONT STYLE="white-space:nowrap">ex-dividend</FONT>
date, except certain dividends from foreign securities where the <FONT STYLE="white-space:nowrap">ex-dividend</FONT> date may have passed, which are
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
recorded as soon as a Fund is informed of the <FONT STYLE="white-space:nowrap">ex-dividend</FONT> date. Interest income, adjusted for the accretion of discounts and amortization of premiums, is
recorded on the accrual basis from settlement date, with the exception of securities with a forward starting effective date, where interest income is recorded on the accrual basis from effective date. For convertible securities, premiums
attributable to the conversion feature are not amortized. Estimated tax liabilities on certain foreign securities are recorded on an accrual basis and are reflected as components of interest income or net change in unrealized appreciation
(depreciation) on investments on the Statements of Operations, as appropriate. Tax liabilities realized as a result of such security sales are reflected as a component of net realized gain (loss) on investments on the Statements of Operations.
Paydown gains (losses) on mortgage-related and other asset-backed securities, if any, are recorded as components of interest income on the Statements of Operations. Income or short-term capital gain distributions received from registered investment
companies, if any, are recorded as dividend income. Long-term capital gain distributions received from registered investment companies, if any, are recorded as realized gains. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Debt obligations may be placed on
<FONT STYLE="white-space:nowrap">non-accrual</FONT> status and related interest income may be reduced by ceasing current accruals and writing off interest receivable when the collection of all or a portion of interest has become doubtful based on
consistently applied procedures. A debt obligation is removed from <FONT STYLE="white-space:nowrap">non-accrual</FONT> status when the issuer resumes interest payments or when collectability of interest is probable. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(b) Foreign Currency Translation</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;The market values of foreign securities, currency holdings and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars based on the current
exchange rates each business day. Purchases and sales of securities and income and expense items denominated in foreign currencies, if any, are translated into U.S. dollars at the exchange rate in effect on the transaction date. The Funds do not
separately report the effects of changes in foreign exchange rates from changes in market prices on securities held. Such changes are included in net realized gain (loss) and net change in unrealized appreciation (depreciation) from investments on
the Statements of Operations. The Funds may invest in foreign currency-denominated securities and may engage in foreign currency transactions either on a spot (cash) basis at the rate prevailing in the currency exchange market at the time or through
a forward foreign currency contract. Realized foreign exchange gains (losses) arising from sales of spot foreign currencies, currency gains (losses) realized between the trade and settlement dates on securities transactions and the difference
between the recorded amounts of dividends, interest, and foreign withholding taxes and the U.S. dollar equivalent of the amounts actually received or paid are included in net realized gain (loss) on foreign currency transactions on
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>107</B></FONT></TD></TR></TABLE></DIV>


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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
the Statements of Operations. Net unrealized foreign exchange gains (losses) arising from changes in foreign exchange rates on foreign denominated assets and liabilities other than investments in
securities held at the end of the reporting period are included in net change in unrealized appreciation (depreciation) on foreign currency assets and liabilities on the Statements of Operations. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(c) Distributions </FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&#151;</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"> Common Shares</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;The following
table shows the anticipated frequency of distributions from net investment income to common shareholders. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Distribution Frequency</B></FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fund Name</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Declared</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Distributed</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


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<TD HEIGHT="1" COLSPAN="4"></TD></TR>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
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<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Each Fund
other than the PIMCO Global StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income
Fund and PIMCO Strategic Income Fund, Inc. generally distributes each year all of its net investment income and net short-term capital gains. The PIMCO Global StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income Fund and PIMCO Strategic Income Fund, Inc. intend to distribute all or substantially all of their net
investment income and net short-term capital gains over time. In addition, at least annually, each Fund generally distributes net realized long-term capital gains not previously distributed, if any. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A Fund may engage in investment strategies, including those that
employ the use of derivatives, to, among other things, seek to generate current, distributable income without regard to possible declines in the Fund&#146;s net asset value (&#147;NAV&#148;). A Fund&#146;s income and gain generating strategies,
including certain derivatives strategies, may generate current, distributable income, even if such strategies could potentially result in declines in the Fund&#146;s NAV. A Fund&#146;s income and gain generating strategies, including certain
derivatives strategies, may generate current income and gains taxable as ordinary income
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
sufficient to support monthly distributions even in situations when the Fund has experienced a decline in net assets due to, for example, adverse changes in the broad U.S. or <FONT
STYLE="white-space:nowrap">non-U.S.</FONT> equity markets or the Fund&#146;s debt investments, or arising from its use of derivatives. A Fund may enter into opposite sides of interest rate swap and other derivatives for the principal purpose of
generating distributable gains on the one side (characterized as ordinary income for tax purposes) that are not part of the Fund&#146;s duration or yield curve management strategies, and with a substantial possibility that the Fund will experience a
corresponding capital loss and decline in NAV with respect to the opposite side transaction (to the extent it does not have corresponding offsetting capital gains). Consequently, common shareholders may receive distributions and owe tax on amounts
that are effectively a taxable return of the shareholder&#146;s investment in the Fund at a time when their investment in a Fund has declined in value, which may be taxed at ordinary income rates. The tax treatment of certain derivatives in which a
Fund invests may be unclear and thus subject to recharacterization. Any recharacterization of payments made or received by a Fund pursuant to derivatives potentially could affect the amount, timing or character of Fund distributions. In addition,
the tax treatment of such investment strategies may be changed by regulation or otherwise. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For tax years ending before July&nbsp;1, 2018, PIMCO Strategic Income Fund, Inc. (&#147;RCS&#148;) accounted for mortgage dollar rolls as financing transactions. On July&nbsp;18, 2019, the
Internal Revenue Service (&#147;IRS&#148;) granted RCS&#146; application for a change in accounting method for mortgage dollar rolls. Accordingly, for tax years ending after June&nbsp;30, 2018, RCS accounts for mortgage dollar rolls as sales or
exchanges. Please see &#147;Federal Income Tax Matters&#148; in the Notes to Financial Statements for information regarding RCS&#146; treatment of mortgage dollar rolls and its impact on the Fund&#146;s distributions and related&nbsp;consequences.
For comparability purposes, certain prior year figures reported in the Financial Highlights have been retrospectively adjusted to conform to current year presentation in the following tables.
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
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<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="32"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>RCS Financial Highlights</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Selected Per Share Data<BR>for the Year or Period Ended:</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Asset&nbsp;Value</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Beginning&nbsp;of&nbsp;Year</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>or&nbsp;Period</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Investment</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Income</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>from&nbsp;Investment</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>Operations</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Realized/Unrealized</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Gain&nbsp;(Loss)</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>from&nbsp;Investment</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>Operations</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Asset&nbsp;Value</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>End</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>of&nbsp;Year&nbsp;or&nbsp;Period</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Assets&nbsp;End</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>of&nbsp;Year&nbsp;or</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>Period&nbsp;(000s)</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Investment</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Income&nbsp;(Loss)&nbsp;Ratio</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>to&nbsp;Average&nbsp;Net</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Assets</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Portfolio</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Turnover</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Rate</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6/30/2018</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;7.77</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0.49</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(0.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;7.34</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;315,577</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.39</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">755</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6/30/2017</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.90</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.49</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.29</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.77</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">330,686</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.36</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">621</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6/30/2016</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.59</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.57</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.90</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">332,707</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.08</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">534</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Income distributions and capital
gain distributions are determined in accordance with income tax regulations which may differ from U.S. GAAP. Differences between tax regulations and U.S. GAAP may cause timing differences between income and capital gain recognition. Further, the
character of investment income and capital gains may be different for certain transactions under the two methods of accounting. As a result, income distributions and capital gain distributions declared during a fiscal period may differ significantly
from the net investment income (loss) and realized gains (losses) reported on each Fund&#146;s annual financial statements presented under U.S. GAAP. </FONT></P>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>108</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">If a Fund estimates that a portion of its distribution may be comprised of amounts from
sources other than net investment income in accordance with its policies and accounting practices, the Fund will notify shareholders of the estimated composition of such distribution through a Section&nbsp;19 Notice. For these purposes, a Fund
estimates the source or sources from which a distribution is paid, to the close of the period as of which it is paid, in reference to its internal accounting records and related accounting practices. If, based on such accounting records and
practices, it is estimated that a particular distribution does not include capital gains or <FONT STYLE="white-space:nowrap">paid-in</FONT> surplus or other capital sources, a Section&nbsp;19 Notice generally would not be issued. It is important to
note that differences exist between a Fund&#146;s daily internal accounting records and practices, a Fund&#146;s financial statements presented in accordance with U.S. GAAP, and recordkeeping practices under income tax regulations. For instance, a
Fund&#146;s internal accounting records and practices may take into account, among other factors, <FONT STYLE="white-space:nowrap">tax-related</FONT> characteristics of certain sources of distributions that differ from treatment under U.S. GAAP.
Examples of such differences may include, among others, the treatment of paydowns on mortgage-backed securities purchased at a discount and periodic payments under interest rate swap contracts. Accordingly, among other consequences, it is possible
that a Fund may not issue a Section&nbsp;19 Notice in situations where the Fund&#146;s financial statements prepared later and in accordance with U.S. GAAP and/or the final tax character of those distributions might later report that the sources of
those distributions included capital gains and/or a return of capital. Please visit www.pimco.com for the most recent Section&nbsp;19 Notice, if applicable, for additional information regarding the estimated composition of distributions. Final
determination of a distribution&#146;s tax character will be reported on Form 1099 DIV sent to shareholders for the calendar year. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Distributions classified as a tax basis return of capital at a Fund&#146;s fiscal year end, if any, are reflected on the Statements of
Changes in Net Assets and have been recorded to paid in capital on the Statements of Assets and Liabilities. In addition, other amounts have been reclassified between distributable earnings (accumulated loss) and paid in capital on the Statements of
Assets and Liabilities to more appropriately conform U.S. GAAP to tax characterizations of distributions. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(d) New Accounting Pronouncements</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;In August 2018, the Financial Accounting Standards Board (&#147;FASB&#148;)
issued an Accounting Standards Update (&#147;ASU&#148;), ASU <FONT STYLE="white-space:nowrap">2018-13,</FONT> which modifies certain disclosure requirements for fair value measurements in Accounting Standards Codification 820. The ASU is effective
for annual periods beginning after December&nbsp;15, 2019, and interim periods within those annual periods. At this time, management has elected to early adopt the ASU and the changes are incorporated in the financial statements.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In March 2020, the FASB issued ASU <FONT STYLE="white-space:nowrap">2020-04,</FONT> which
provides optional guidance to ease the potential accounting burden associated with transitioning away from the London Interbank Offered Rate and other reference rates that are expected to be discontinued. The ASU is effective immediately upon
release of the update on March&nbsp;12, 2020 through December&nbsp;31, 2022. At this time, management is evaluating implications of these changes on the financial statements. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">3. INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(a) Investment Valuation Policies</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;The NAV of a Fund, or each of its share classes as applicable, is determined by dividing the total value of portfolio investments and other assets attributable to that Fund or
class less any liabilities by the total number of shares outstanding of that Fund or class. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">On each day that the New York Stock Exchange (&#147;NYSE&#148;) is open, Fund shares are ordinarily valued as of the close of regular trading (normally 4:00 p.m., Eastern time) (&#147;NYSE
Close&#148;). Information that becomes known to the Funds or their 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. If regular trading on the NYSE closes earlier than scheduled, each Fund reserves the right to either (i)&nbsp;calculate its NAV as of the earlier closing time or (ii)&nbsp;calculate its NAV as of the normally scheduled close of regular
trading on the NYSE for that day. The Funds generally do not calculate their NAV on days during which the NYSE is closed. However, if the NYSE is closed on a day it would normally be open for business, each Fund reserves the right to calculate its
NAV as of the normally scheduled close of regular trading on the NYSE for that day or such other time that the Fund may determine. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">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 Funds&#146; approved pricing services, quotation reporting systems and other third-party sources (together, &#147;Pricing Services&#148;). The Funds will normally use pricing data for domestic equity securities received shortly after
the NYSE Close and do not normally take into account trading, clearances or settlements that take place after the NYSE Close. If market value pricing is used, a foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> equity security traded on a
foreign exchange or on more than one exchange is typically valued using pricing information from the exchange considered by PIMCO to be the primary exchange. A foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> equity security will be valued
as of the close of trading on the foreign exchange, or the NYSE Close, if </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>109</B></FONT></TD></TR></TABLE></DIV>


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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
the NYSE Close occurs before the end of trading on the foreign exchange. Domestic and foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> fixed income securities, <FONT
STYLE="white-space:nowrap">non-exchange</FONT> 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. A Fund&#146;s investments in <FONT
STYLE="white-space:nowrap">open-end</FONT> management investment companies, other than exchange-traded funds (&#147;ETFs&#148;), are valued at the NAVs of such investments. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">If a foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT>
equity security&#146;s value has materially changed after the close of the security&#146;s primary exchange or principal market but before the NYSE Close, the security may be valued at fair value based on procedures established and approved by the
Board of Trustees (the &#147;Board&#148;). Foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> equity securities that do not trade when the NYSE is open are also valued at fair value. With respect to foreign
<FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> equity securities, a 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, a 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. A Fund may utilize modeling tools provided by third-party vendors to determine fair values of
<FONT STYLE="white-space:nowrap">non-U.S.</FONT> securities. For these purposes, any movement in the applicable reference index or instrument (&#147;zero trigger&#148;) relating to the <FONT STYLE="white-space:nowrap">non-U.S</FONT> 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 <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> equity securities on days when a Fund is not open for business, which may result in a Fund&#146;s portfolio investments being affected when shareholders are unable to buy
or sell shares. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Senior secured floating rate loans
for which an active secondary market exists to a reliable degree are valued at the mean of the last available bid/ask prices in the market for such loans, as provided by a Pricing
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
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)&nbsp;the creditworthiness of the borrower and any intermediate participants, (b)&nbsp;the terms of the loan,
(c)&nbsp;recent prices in the market for similar loans, if any, and (d)&nbsp;recent prices in the market for instruments of similar quality, rate, period until next interest rate reset and maturity. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">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 a Fund&#146;s shares may be affected by changes in the value of currencies in relation to the U.S.
dollar. The value of investments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that a Fund is not open for business. As a result, to the extent that a Fund
holds foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> investments, the value of those investments may change at times when shareholders are unable to buy or sell shares and the value of such investments will be reflected in the
Fund&#146;s next calculated NAV. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">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 (&#147;Broker Quotes&#148;), Pricing Services&#146; prices), including where events occur after the close of the relevant
market, but prior to the NYSE Close, that materially affect the values of a Fund&#146;s securities or assets. In addition, market quotes are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which
the securities trade do not open for trading for the entire day and no other market prices are available. The Board has delegated, to the Manager, the responsibility for monitoring significant events that may materially affect the values of a
Fund&#146;s securities or assets and for determining whether the value of the applicable securities or assets should be reevaluated in light of such significant events.
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>110</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">When a 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 Funds&#146; policy is intended to result in a calculation of a Fund&#146;s NAV that fairly reflects security values as of the time of
pricing, a Fund cannot ensure that fair values determined by the Board or persons acting at their direction would accurately reflect the price that a 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 a Fund may differ from the value that would be realized if the securities were sold. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(b) Fair Value Hierarchy</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;U.S. GAAP describes fair value as
the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and
requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into levels (Level 1, 2, or 3). The inputs or methodology used for valuing securities are not
necessarily an indication of the risks associated with investing in those securities. Levels&nbsp;1, 2, and 3 of the fair value hierarchy are defined as&nbsp;follows: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="12" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><FONT STYLE="font-family:Times New Roman" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#8718;</SUP>&nbsp;
</FONT></FONT></TD>
<TD WIDTH="1" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Level&nbsp;1 &#151; Quoted prices in active markets or exchanges for identical assets and liabilities. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="12" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><FONT STYLE="font-family:Times New Roman" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#8718;</SUP>&nbsp;
</FONT></FONT></TD>
<TD WIDTH="1" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Level&nbsp;2 &#151; Significant other observable inputs, which may include, but are not limited to, quoted prices for similar assets or
liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield
curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market corroborated inputs. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="12" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><FONT STYLE="font-family:Times New Roman" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#8718;</SUP>&nbsp;
</FONT></FONT></TD>
<TD WIDTH="1" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Level&nbsp;3 &#151; Significant unobservable inputs based on the best information available in the circumstances, to the extent observable
inputs are not available, which may include assumptions made by the Board or persons acting at their direction that are used in determining the fair value of investments. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Transfers from Level&nbsp;1 to Level&nbsp;3 are a result of a change from the use of an exchange traded price or a
trade price on the initial purchase date (Level 1) to the use of a valuation technique which utilizes significant unobservable inputs due to an absence of current or reliable market based data (Level 3). Assets or liabilities categorized as
Level&nbsp;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
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
the investments. Transfers from Level&nbsp;2 to Level&nbsp;3 are a result of a change, in the normal course of business, from the use of methods used by Pricing Services (Level 2) to the use of a
Broker Quote or valuation technique which utilizes significant unobservable inputs due to an absence of current or reliable market-based data (Level 3). Transfers from Level&nbsp;3 to Level&nbsp;2 are a result of the availability of current and
reliable market-based data provided by Pricing Services or other valuation techniques which utilize significant observable inputs. In accordance with the requirements of U.S. GAAP, the amounts of transfers into and out of Level&nbsp;3, if material,
are disclosed in the Notes to Schedule of Investments for each respective Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">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&nbsp;3 category during the period. The end of period value is used for the transfers between
Levels of a Fund&#146;s assets and liabilities. Additionally, U.S. GAAP requires quantitative information regarding the significant unobservable inputs used in the determination of fair value of assets or liabilities categorized as Level&nbsp;3 in
the fair value hierarchy. In accordance with the requirements of U.S. GAAP, a fair value hierarchy, and if material, a Level&nbsp;3 reconciliation and details of significant unobservable inputs, have been included in the Notes to Schedule of
Investments for each respective Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(c) Valuation
Techniques and the Fair Value Hierarchy</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Level</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;1 and Level</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"></FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;2 trading assets and trading liabilities, at fair value</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;The valuation methods (or
&#147;techniques&#148;) and significant inputs used in determining the fair values of portfolio securities or other assets and liabilities categorized as Level&nbsp;1 and Level&nbsp;2 of the fair value hierarchy are as follows: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">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 STYLE="white-space:nowrap">non-U.S.</FONT> bonds are normally valued on the basis of quotes
obtained from brokers and dealers or Pricing Services that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The Pricing Services&#146; internal models use inputs that are observable such as
issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Securities that use similar valuation techniques and inputs as described above are categorized as Level&nbsp;2
of the fair value hierarchy. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">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&nbsp;2 of the fair value hierarchy.
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>111</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">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&nbsp;2 of the fair value hierarchy. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">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&nbsp;1 of the fair value hierarchy. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">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&nbsp;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&nbsp;2 of the fair value hierarchy. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Equity exchange-traded options and over the counter financial
derivative instruments, such as forward foreign currency contracts and options contracts derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These contracts are normally
valued on the basis of quotes obtained from a quotation reporting system, established market makers or Pricing Services (normally determined as of the NYSE Close). Depending on the product and the terms of the transaction, financial derivative
instruments can be valued by Pricing Services using a series of techniques, including simulation pricing models. The pricing models use inputs that are observed from actively quoted markets such as quoted prices, issuer details, indices, bid/ask
spreads, interest rates, implied volatilities, yield curves, dividends and exchange rates. Financial derivative instruments that use similar valuation techniques and inputs as described above are categorized as Level&nbsp;2 of the fair value
hierarchy. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Centrally cleared swaps and over the
counter swaps derive their value from underlying asset prices, indices, reference rates, and other inputs
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
or a combination of these factors. They are valued using a broker-dealer bid quotation or on market-based prices provided by Pricing Services (normally determined as of the NYSE Close). Centrally
cleared swaps and over the counter swaps can be valued by Pricing Services using a series of techniques, including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as the overnight
index swap rate, London Interbank Offered Rate forward rate, interest rates, yield curves and credit spreads. These securities are categorized as Level&nbsp;2 of the fair value&nbsp;hierarchy. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Level</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"></FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;3 trading assets and trading liabilities, at fair value</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;When a fair valuation method is applied by
PIMCO that uses significant unobservable inputs, investments will be priced by a method that the Board or persons acting at their direction believe reflects fair value and are categorized as Level&nbsp;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&nbsp;3 of the fair value hierarchy are as follows: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Proxy pricing procedures set the base price of a fixed income
security and subsequently adjust the price proportionally to market value changes of a <FONT STYLE="white-space:nowrap">pre-determined</FONT> 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&nbsp;3 of the fair value hierarchy. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">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&nbsp;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&nbsp;security. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Discounted cash
flow valuation uses an internal analysis based on the Adviser&#146;s expectation of future income and expenses, capital structure, exit multiples of a security, and other unobservable inputs which may include contractual and factual loan factors,
estimated future payments </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>112</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">and credit rating. Significant changes in the unobservable inputs of the models would result
in direct and proportional changes in the fair value of the security.&nbsp;These securities are categorized as Level&nbsp;3 of the fair value hierarchy. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">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 algorithms 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&nbsp;3 of the fair value hierarchy. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Fundamental analysis valuation estimates fair value by using an
internal model that utilizes financial statements of the <FONT STYLE="white-space:nowrap">non-public</FONT> underlying company. Significant changes in the unobservable inputs
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level&nbsp;3 of the fair value&nbsp;hierarchy. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Market based valuation estimates fair value by projecting the
company&#146;s market value, which may include unobservable inputs such as estimated recovery on assets. 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="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">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&nbsp;2 or Level&nbsp;3 of the fair value hierarchy depending on the
source of the base price. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">4. SECURITIES AND OTHER
INVESTMENTS </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(a) Investments in Affiliates</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">An affiliate includes any company in which a Fund
owns 5% or more of the company&#146;s outstanding voting shares. The table below represents transactions in and earnings from these affiliated issuers at June&nbsp;30, 2020 (amounts in thousands</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">, except number of shares). </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>PIMCO Dynamic Credit and Mortgage Income Fund </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Security Name</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Shares&nbsp;Held<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Shares<BR>Purchased</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Shares<BR>Sold</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Shares&nbsp;Held<BR>at&nbsp;06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Change in<BR>Unrealized<BR>Appreciation<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value<BR>06/30/2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Dividend<BR>Income</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Sierra Hamilton Holder LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">30,136,800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">30,136,800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;&nbsp;&nbsp;(8,260</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;&nbsp;&nbsp;301</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(b) Investments in Securities</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds may utilize the investments and strategies described below
to the extent permitted by each Fund&#146;s respective investment policies. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Delayed-Delivery Transactions</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;involve a commitment by a Fund to purchase or sell securities for a
predetermined price or yield, with payment and delivery taking place beyond the customary settlement period. When delayed-delivery transactions are outstanding, a Fund will designate or receive as collateral liquid assets in an amount sufficient to
meet the purchase price or respective obligations. When purchasing a security on a delayed-delivery basis, a Fund assumes the rights and risks of ownership of the security, including the risk of price and yield fluctuations, and takes such
fluctuations into account when determining its NAV. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, which may result in a realized gain (loss). When a Fund has sold a security on a delayed-delivery
basis, the Fund does not participate in future gains (losses) with respect to the&nbsp;security. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Forward Commitment Transactions</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;involve a commitment by a Fund to purchase or sell securities for a
predetermined price or yield, with
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
payment and delivery taking place beyond the customary settlement period. A Fund may sell forward commitments before the securities are delivered, which may result in a realized gain (loss).
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Inflation-Indexed Bonds</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are fixed income securities whose principal value is periodically adjusted by the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate
lower than typical bonds. Over the life of an inflation-indexed bond, however, interest will be paid based on a principal value which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation-indexed bond will be
included as interest income on the Statements of Operations, even though investors do not receive their principal until maturity. Repayment of the original bond principal upon maturity (as adjusted for inflation) is guaranteed in the case of U.S.
Treasury Inflation-Protected Securities. For bonds that do not provide a similar guarantee, the adjusted principal value of the bond repaid at maturity may be less than the original&nbsp;principal. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Loans and Other Indebtedness, Loan Participations and
Assignments</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are direct debt instruments which are interests in amounts owed to lenders or lending syndicates by corporate, governmental, or other borrowers. A
Fund&#146;s investments in loans may </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>113</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
be in the form of direct investments, participations in loans or assignments of all or a portion of loans from third parties or exposure to investments in loans through investments in a mutual
fund or other pooled investment vehicle. A loan is often administered by a bank or other financial institution (the &#147;agent&#148;) that acts as agent for all holders. The agent administers the terms of the loan, as specified in the loan
agreement. A Fund may invest in multiple series or tranches of a loan, which may have varying terms and carry different associated risks. A Fund generally has no right to enforce compliance with the terms of the loan agreement with the borrower. As
a result, a Fund may be subject to the credit risk of both the borrower and the agent that is selling the loan&nbsp;agreement. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In the event of the insolvency of the agent selling a participation, a Fund may be treated as a general creditor of the agent and may not
benefit from any <FONT STYLE="white-space:nowrap">set-off</FONT> between the agent and the borrower. When a Fund purchases assignments from agents it acquires direct rights against the borrowers of the loans. These loans may include participations
in bridge loans, which are loans taken out by borrowers for a short period (typically less than one year) pending arrangement of more permanent financing through, for example, the issuance of bonds, frequently high yield bonds issued for the purpose
of&nbsp;acquisitions. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Investments in loans are
generally subject to risks similar to those of investments in other types of debt obligations, including, among others, credit risk, interest rate risk, variable and floating rate securities risk, and risks associated with mortgage-related
securities. In addition, in many cases loans are subject to the risks associated with below-investment grade securities. The Funds may be subject to heightened or additional risks and potential liabilities and costs by investing in mezzanine and
other subordinated loans, including those arising under bankruptcy, fraudulent conveyance, equitable subordination, environmental and other laws and regulations, and risks and costs associated with debt servicing and taking foreclosure actions
associated with the&nbsp;loans. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Additionally,
because loans are not ordinarily registered with the U.S. Securities and Exchange Commission (&#147;SEC&#148;) or any state securities commission or listed on any securities exchange, there is usually less publicly available information about such
instruments. In addition, loans may not be considered &#147;securities&#148; for purposes of the anti-fraud provisions under the federal securities laws and, as a result, as a purchaser of these instruments, a Fund may not be entitled to the
anti-fraud protections of the federal securities laws. In the course of investing in such instruments, a Fund may come into possession of material nonpublic information and, because of prohibitions on trading in securities of issuers while in
possession of such information, the Fund may be unable to enter into a transaction in a publicly-traded
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
security of that issuer when it would otherwise be advantageous for the Fund to do so. Alternatively, a Fund may choose not to receive material nonpublic information about an issuer of such
loans, with the result that the Fund may have less information about such issuers than other investors who transact in such&nbsp;assets. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The types of loans and related investments in which the Funds may invest include, among others, senior loans, subordinated loans (including
second lien loans, <FONT STYLE="white-space:nowrap">B-Notes</FONT> and mezzanine loans), whole loans, commercial real estate and other commercial loans and structured loans. The Funds may acquire direct interests in loans through primary loan
distributions and/or in private transactions. In the case of subordinated loans, there may be significant indebtedness ranking ahead of the borrower&#146;s obligation to the holder of such a loan, including in the event of the borrower&#146;s
insolvency. Mezzanine loans are typically secured by a pledge of an equity interest in the mortgage borrower that owns the real estate rather than an interest in a&nbsp;mortgage. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Investments in loans may include unfunded loan commitments,
which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate a Fund to supply additional cash to the borrower on demand. Unfunded loan commitments represent a future
obligation in full, even though a percentage of the committed amount may not be utilized by the borrower. When investing in a loan participation, a Fund has the right to receive payments of principal, interest and any fees to which it is entitled
only from the agent selling the loan agreement and only upon receipt of payments by the agent from the borrower. Because investing in unfunded loan commitments creates a future obligation for a Fund to provide funding to a borrower upon demand in
exchange for a fee, the Fund will segregate or earmark liquid assets with the Fund&#146;s custodian in amounts sufficient to satisfy any such future obligations. A Fund may receive a commitment fee based on the undrawn portion of the underlying line
of credit portion of a loan. In certain circumstances, a Fund may receive a penalty fee upon the prepayment of a loan by a borrower. Fees earned or paid are recorded as a component of interest income or interest expense, respectively, on the
Statements of Operations. Unfunded loan commitments, if any, are reflected as a liability on the Statements of Assets and&nbsp;Liabilities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Mortgage-Related and Other Asset-Backed Securities</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;directly
or indirectly represent a participation in, or are secured by and payable from, loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan
institutions, mortgage bankers, commercial banks and others. These securities typically provide a monthly payment which consists of both principal and interest. Interest may be determined by fixed or adjustable rates. In
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>114</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">times of declining interest rates, there is a greater likelihood that a Fund&#146;s higher
yielding securities will be <FONT STYLE="white-space:nowrap">pre-paid</FONT> with the Fund being unable to reinvest the proceeds in an investment with as great a yield. The rate of prepayments on underlying mortgages will affect the price and
volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. Interest-only and principal-only securities are especially
sensitive to interest rate changes, which can affect not only their prices but can also change the income flows and repayment assumptions about those investments. The timely payment of principal and interest of certain mortgage-related securities is
guaranteed with the full faith and credit of the U.S. Government. Pools created and guaranteed by <FONT STYLE="white-space:nowrap">non-governmental</FONT> issuers, including government-sponsored corporations, may be supported by various forms of
insurance or guarantees, but there can be no assurance that private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. Many of the risks of investing in mortgage-related securities secured by
commercial mortgage loans reflect the effects of local and other economic conditions on real estate markets, the ability of tenants to make lease payments, and the ability of a property to attract and retain tenants. These securities may be less
liquid and may exhibit greater price volatility than other types of mortgage-related or other asset-backed securities. Other asset-backed securities are created from many types of assets, including, but not limited to, auto loans, accounts
receivable such as credit card receivables and hospital account receivables, home equity loans, student loans, boat loans, mobile home loans, recreational vehicle loans, manufactured housing loans, aircraft leases, computer leases and syndicated
bank loans. The Funds may invest in any level of the capital structure of an issuer of mortgage-backed or asset-backed securities, including the equity or &#147;first loss&#148;&nbsp;tranche. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Collateralized Debt
Obligations</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;(&#147;CDOs&#148;) include Collateralized Bond Obligations (&#147;CBOs&#148;), Collateralized Loan Obligations (&#147;CLOs&#148;) and other similarly
structured securities. CBOs and CLOs are types of asset-backed securities. A CBO is a trust which is typically backed by a diversified pool of high risk, below investment grade fixed income securities. A CLO is a trust typically collateralized by a
pool of loans, which may include, among others, domestic and foreign senior secured loans, senior unsecured loans, and subordinate corporate loans, including loans that may be rated below investment grade or equivalent unrated loans. For both CBOs
and CLOs, the cash flows from the trust are split into two or more portions, called tranches, varying in risk and yield. The riskiest portion is the &#147;equity&#148; tranche which bears the bulk of defaults from the bonds or loans in the trust and
serves to protect the other, more senior tranches from default in all but the most severe circumstances. Since it is partially protected from defaults, a senior tranche from a CBO trust or CLO trust typically has
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
higher ratings and lower yields than the underlying securities, and can be rated investment grade. Despite the protection from the equity tranche, CBO or CLO tranches can experience substantial
losses due to actual defaults, increased sensitivity to defaults due to collateral default and disappearance of protecting tranches, market anticipation of defaults and aversion to CBO or CLO securities as a class. The risks of an investment in a
CDO depend largely on the type of the collateral securities and the class of the CDO in which a Fund invests. CDOs carry additional risks including, but not limited to, (i)&nbsp;the possibility that distributions from collateral securities will not
be adequate to make interest or other payments, (ii)&nbsp;the collateral may decline in value or default, (iii)&nbsp;the risk that a Fund may invest in CDOs that are subordinate to other classes, and (iv)&nbsp;the complex structure of the security
may not be fully understood at the time of investment and may produce disputes with the issuer or unexpected investment&nbsp;results. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Collateralized Mortgage Obligations</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;(&#147;CMOs&#148;) are
debt obligations of a legal entity that are collateralized by whole mortgage loans or private mortgage bonds and divided into classes. CMOs are structured into multiple classes, often referred to as &#147;tranches&#148;, with each class bearing a
different stated maturity and entitled to a different schedule for payments of principal and interest, including prepayments. CMOs may be less liquid and may exhibit greater price volatility than other types of mortgage-related or
asset-backed&nbsp;securities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As CMOs have evolved,
some classes of CMO bonds have become more common. For example, a Fund may invest in <FONT STYLE="white-space:nowrap">parallel-pay</FONT> and planned amortization class (&#147;PAC&#148;) CMOs and multi-class pass-through certificates. <FONT
STYLE="white-space:nowrap">Parallel-pay</FONT> CMOs and multi-class pass-through certificates are structured to provide payments of principal on each payment date to more than one class. These simultaneous payments are taken into account in
calculating the stated maturity date or final distribution date of each class, which, as with other CMO and multi-class pass-through structures, must be retired by its stated maturity date or final distribution date but may be retired earlier. PACs
generally require payments of a specified amount of principal on each payment date. PACs are <FONT STYLE="white-space:nowrap">parallel-pay</FONT> CMOs with the required principal amount on such securities having the highest priority after interest
has been paid to all classes. Any CMO or multi-class pass-through structure that includes PAC securities must also have support tranches &#151; known as support bonds, companion bonds or <FONT STYLE="white-space:nowrap">non-PAC</FONT> bonds &#151;
which lend or absorb principal cash flows to allow the PAC securities to maintain their stated maturities and final distribution dates within a range of actual prepayment experience. These support tranches are subject to a higher level of maturity
risk compared to other mortgage-related securities, and usually provide a higher yield to compensate investors. If principal cash flows are received in amounts outside a <FONT STYLE="white-space:nowrap">pre-determined</FONT> range such that the
support bonds cannot lend or absorb sufficient </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
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cash flows to the PAC securities as intended, the PAC securities are subject to heightened maturity risk. A Fund may invest in various tranches of CMO bonds, including support bonds and equity or
&#147;first loss&#148; tranches (see &#147;Collateralized Debt Obligations&#148;&nbsp;above). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Stripped Mortgage-Backed Securities</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;(&#147;SMBS&#148;) are derivative multi-class mortgage securities. SMBS
are usually structured with two classes that receive different proportions of the interest and principal distributions on a pool of mortgage assets. An SMBS will have one class that will receive all of the interest (the interest-only or
&#147;IO&#148; class), while the other class will receive the entire principal (the principal-only or &#147;PO&#148; class). IOs and POs can be extremely volatile in response to changes in interest rates. As interest rates rise and fall, the value
of IOs tends to move in the same direction as interest rates. POs perform best when prepayments on the underlying mortgages rise since this increases the rate at which the principal is returned and the yield to maturity on the PO. When payments on
mortgages underlying a PO are slower than anticipated, the life of the PO is lengthened and the yield to maturity is reduced. The yield to maturity on an IO class is extremely sensitive to the rate of principal payments (including prepayments) on
the related underlying mortgage assets, and a rapid rate of principal payments may have a material adverse effect on a Fund&#146;s yield to maturity from these securities. If the underlying mortgage assets experience greater than anticipated
prepayments of principal, the Funds may fail to recoup some or all of its initial investment in these securities even if the security is in one of the highest rating&nbsp;categories. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Payments received for IOs are included in interest income on the Statements of Operations. Because no principal
will be received at the maturity of an IO, adjustments are made to the cost of the security on a monthly basis until maturity. These adjustments are included in interest income on the Statements of Operations. Payments received for POs are treated
as reductions to the cost and par value of the&nbsp;securities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Payment <FONT STYLE="white-space:nowrap">In-Kind</FONT> Securities</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;may give the issuer the option at each
interest payment date of making interest payments in either cash and/or additional debt securities. Those additional debt securities usually have the same terms, including maturity dates and interest rates, and associated risks as the original
bonds. The daily market quotations of the original bonds may include the accrued interest (referred to as a dirty price) and require a pro rata adjustment from the unrealized appreciation (depreciation) on investments to interest receivable on the
Statements of Assets and&nbsp;Liabilities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Perpetual
Bonds</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are fixed income securities with no maturity date but pay a coupon in perpetuity (with no specified ending or maturity date). Unlike typical fixed income
securities, there is no obligation for perpetual bonds to repay principal. The coupon payments, however, are mandatory. While perpetual bonds have no maturity date, they may
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

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have a callable date in which the perpetuity is eliminated and the issuer may return the principal received on the specified call date. Additionally, a perpetual bond may have additional
features, such as interest rate increases at periodic dates or an increase as of a predetermined point in the&nbsp;future. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Real Estate Investment Trusts</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;(&#147;REITs&#148;)</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"> </FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">are pooled investment vehicles that own, and typically operate, income-producing real estate. If a REIT meets certain
requirements, including distributing to shareholders substantially all of its taxable income (other than net capital gains), then it is not taxed on the income distributed to shareholders. Distributions received from REITs may be characterized as
income, capital gain or a return of capital. A return of capital is recorded by a Fund as a reduction to the cost basis of its investment in the REIT. REITs are subject to management fees and other expenses, and so the Funds that invest in REITs
will bear their proportionate share of the costs of the REITs&#146;&nbsp;operations. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Restricted Investments</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are subject to legal or contractual restrictions on resale and may generally be sold
privately, but may be required to be registered or exempted from such registration before being sold to the public. Private placement securities are generally considered to be restricted except for those securities traded between qualified
institutional investors under the provisions of Rule 144A of the Securities Act of 1933. Disposal of restricted investments may involve time-consuming negotiations and expenses, and prompt sale at an acceptable price may be difficult to achieve.
Restricted investments held by the Funds at June&nbsp;30, 2020, as applicable, are disclosed in the Notes to Schedules of&nbsp;Investments. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Securities Issued by U.S. Government Agencies or Government-Sponsored Enterprises</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are obligations of and, in certain cases, guaranteed by, the U.S. Government, its agencies or instrumentalities. Some U.S. Government securities, such as Treasury bills, notes and
bonds, and securities guaranteed by the Government National Mortgage Association, are supported by the full faith and credit of the U.S. Government; others, such as those of the Federal Home Loan Banks, are supported by the right of the issuer to
borrow from the U.S. Department of the Treasury (the &#147;U.S. Treasury&#148;); and others, such as those of the Federal National Mortgage Association (&#147;FNMA&#148; or &#147;Fannie Mae&#148;), are supported by the discretionary authority of the
U.S. Government to purchase the agency&#146;s obligations. U.S. Government securities may include zero coupon securities which do not distribute interest on a current basis and tend to be subject to a greater risk than interest-paying securities of
similar&nbsp;maturities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Government-related
guarantors (i.e., not backed by the full faith and credit of the U.S. Government) include FNMA and the Federal Home Loan&nbsp;Mortgage Corporation (&#147;FHLMC&#148; or &#147;Freddie Mac&#148;). FNMA is a
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">government-sponsored corporation. FNMA purchases conventional (i.e., not insured or guaranteed
by any government agency) residential mortgages from a list of approved seller/servicers which include state and federally chartered savings and loan associations, mutual savings banks, commercial banks and credit unions and mortgage bankers.
Pass-through securities issued by FNMA are guaranteed as to timely payment of principal and interest by FNMA, but are not backed by the full faith and credit of the U.S. Government. FHLMC issues Participation Certificates (&#147;PCs&#148;), which
are pass-through securities, each representing an undivided interest in a pool of residential mortgages. FHLMC guarantees the timely payment of interest and ultimate collection of principal, but PCs are not backed by the full faith and credit of the
U.S. Government. Instead, they are supported only by the discretionary authority of the U.S. Government to purchase the agency&#146;s&nbsp;obligations. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In June 2019, under the Single Security Initiative, FNMA and FHLMC started issuing Uniform Mortgage Backed Securities in place of their
current offerings of <FONT STYLE="white-space:nowrap">TBA-eligible</FONT> securities. The Single Security Initiative seeks to support the overall liquidity of the TBA market and aligns the characteristics of FNMA and FHLMC certificates. The effects
that the Single Security Initiative may have on the market for TBA and other mortgage-backed securities are&nbsp;uncertain. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Roll-timing strategies can be used where a Fund seeks to extend the expiration or maturity of a position, such as a TBA security on an
underlying asset, by closing out the position before expiration and opening a new position with respect to substantially the same underlying asset with a later expiration date. TBA securities purchased or sold are reflected on the Statements of
Assets and Liabilities as an asset or liability, respectively. Recently finalized FINRA rules include mandatory margin requirements for the TBA market that require the Funds to post collateral in connection with their TBA transactions. There is no
similar requirement applicable to the Funds&#146; TBA counterparties. The required collateralization of TBA trades could increase the cost of TBA transactions to the Funds and impose added operational&nbsp;complexity. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Warrants</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are securities that are usually issued together with a debt security or preferred security and that give the holder the right to buy a proportionate amount of common stock at a
specified price. Warrants are freely transferable and are often traded on major exchanges. Warrants normally have a life that is measured in years and entitle the holder to buy common stock of a company at a price that is usually higher than the
market price at the time the warrant is issued. Warrants may entail greater risks than certain other types of investments. Generally, warrants do not carry the right to receive dividends or exercise voting rights with respect to the underlying
securities, and they do not represent any rights in the assets of the issuer. In addition, their value does not necessarily change with the
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
value of the underlying securities, and they cease to have value if they are not exercised on or before their expiration date. If the market price of the underlying stock does not exceed the
exercise price during the life of the warrant, the warrant will expire worthless. Warrants may increase the potential profit or loss to be realized from the investment as compared with investing the same amount in the underlying securities.
Similarly, the percentage increase or decrease in the value of an equity security warrant may be greater than the percentage increase or decrease in the value of the underlying common stock. Warrants may relate to the purchase of equity or debt
securities. Debt obligations with warrants attached to purchase equity securities have many characteristics of convertible securities and their prices may, to some degree, reflect the performance of the underlying stock. Debt obligations also may be
issued with warrants attached to purchase additional debt securities at the same coupon rate. A decline in interest rates would permit a Fund to sell such warrants at a profit. If interest rates rise, these warrants would generally expire with
no&nbsp;value. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">When-Issued Transactions</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are purchases or sales made on a when-issued basis. These transactions are made conditionally because a security, although authorized, has not yet been issued in the market.
Transactions to purchase or sell securities on a when-issued basis involve a commitment by a Fund to purchase or sell these securities for a predetermined price or yield, with payment and delivery taking place beyond the customary settlement period.
A Fund may sell when-issued securities before they are delivered, which may result in a realized gain&nbsp;(loss). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="3">5. BORROWINGS AND OTHER FINANCING TRANSACTIONS </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds may enter into the borrowings and other financing transactions described below to the extent permitted by each Fund&#146;s respective investment&nbsp;policies. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The following disclosures contain information on a Fund&#146;s
ability to lend or borrow cash or securities to the extent permitted under the Act, which may be viewed as borrowing or financing transactions by a Fund. The location of these instruments in each Fund&#146;s financial statements is
described&nbsp;below. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(a) Repurchase
Agreements</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Under the terms of a typical repurchase agreement, a Fund purchases an underlying debt obligation (collateral) subject to an obligation of the seller to
repurchase, and a Fund to resell, the obligation at an agreed-upon price and time. In an open maturity repurchase agreement, there is no <FONT STYLE="white-space:nowrap">pre-determined</FONT> repurchase date and the agreement can be terminated by
the Fund or counterparty at any time. The underlying securities for all repurchase agreements are held by a Fund&#146;s custodian or designated subcustodians under <FONT STYLE="white-space:nowrap">tri-party</FONT> repurchase agreements and in
certain instances will remain in custody </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
with the counterparty. The market value of the collateral must be equal to or exceed the total amount of the repurchase obligations, including interest. Repurchase agreements, if any, including
accrued interest, are included on the Statements of Assets and Liabilities. Interest earned is recorded as a component of interest income on the Statements of Operations. In periods of increased demand for collateral, a Fund may pay a fee for the
receipt of collateral, which may result in interest expense to the&nbsp;Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(b) Reverse Repurchase Agreements</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;In a reverse repurchase agreement, a Fund delivers a security in exchange
for cash to a financial institution, the counterparty, with a simultaneous agreement to repurchase the same or substantially the same security at an agreed upon price and date. In an open maturity reverse repurchase agreement, there is no <FONT
STYLE="white-space:nowrap">pre-determined</FONT> repurchase date and the agreement can be terminated by the Fund or counterparty at any time. A Fund is entitled to receive principal and interest payments, if any, made on the security delivered to
the counterparty during the term of the agreement. Cash received in exchange for securities delivered plus accrued interest payments to be made by a Fund to counterparties are reflected as a liability on the Statements of Assets and Liabilities.
Interest payments made by a Fund to counterparties are recorded as a component of interest expense on the Statements of Operations. In periods of increased demand for the security, a Fund may receive a fee for use of the security by the
counterparty, which may result in interest income to the Fund. In the event the buyer of securities under a reverse repurchase agreement files for bankruptcy or becomes insolvent, a Fund&#146;s use of the proceeds of the agreement may be restricted
pending a determination by the other party, or its trustee or receiver, whether to enforce a Fund&#146;s obligation to repurchase the securities. Reverse repurchase agreements involve leverage risk and also the risk that the market value of the
securities to be repurchased may decline below the repurchase&nbsp;price. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(c) Short Sales</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Short sales are transactions in which a Fund sells a security that it may not own. A Fund may
make short sales of securities to (i)&nbsp;offset potential declines in long positions in similar securities, (ii)&nbsp;to increase the flexibility of the Fund, (iii)&nbsp;for investment return, (iv)&nbsp;as part of a risk arbitrage strategy, and
(v)&nbsp;as part of its overall portfolio management strategies involving the use of derivative instruments. When a Fund engages in a short sale, it may borrow the security sold short and deliver it to the counterparty. A Fund will ordinarily have
to pay a fee or premium to borrow a security and be obligated to repay the lender of the security any dividend or interest that accrues on the security during the period of the loan. Securities sold in short sale transactions and the dividend or
interest payable on such securities, if any, are reflected as payable for short sales on the Statements of Assets and Liabilities. Short sales expose a Fund to the
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risk that it will be required to cover its short position at a time when the security or other asset has appreciated in value, thus resulting in losses to a Fund. A short sale is &#147;against
the box&#148; if a Fund holds in its portfolio or has the right to acquire the security sold short, or securities identical to the security sold short, at no additional cost. A Fund will be subject to additional risks to the extent that it engages
in short sales that are not &#147;against the box.&#148; A Fund&#146;s loss on a short sale could theoretically be unlimited in cases where a Fund is unable, for whatever reason, to close out its short&nbsp;position. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">6. FINANCIAL DERIVATIVE INSTRUMENTS </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds may enter into the financial derivative instruments
described below to the extent permitted by each Fund&#146;s respective investment&nbsp;policies. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The following disclosures contain information on how and why the Funds use financial derivative instruments, and how financial derivative instruments affect the Funds&#146; financial
position, results of operations and cash flows. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the net realized gain (loss) and net change in unrealized appreciation (depreciation) on the
Statements of Operations, each categorized by type of financial derivative contract and related risk exposure, are included in a table in the Notes to Schedules of Investments. The financial derivative instruments outstanding as of period end and
the amounts of net realized gain (loss) and net change in unrealized appreciation (depreciation) on financial derivative instruments during the period, as disclosed in the Notes to Schedules of Investments, serve as indicators of the volume of
financial derivative activity for the&nbsp;Funds. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PIMCO Global
StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income Fund is subject to regulation
as a commodity pool under the Commodity Exchange Act pursuant to recent rule changes by the Commodity Futures Trading Commission (the &#147;CFTC&#148;). The Manager has registered with the CFTC as a Commodity Pool Operator and a Commodity Trading
Adviser with respect to the Fund, and is a member of the National Futures Association. As a result, additional CFTC-mandated disclosure, reporting and recordkeeping obligations apply to PIMCO Global StocksPLUS<FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income&nbsp;Fund. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(a) Forward Foreign Currency Contracts</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;may be engaged, in connection with settling planned purchases or sales of securities, to hedge the currency exposure associated with some or all of a Fund&#146;s securities or as
part of an investment strategy. A forward foreign currency contract is an agreement between two parties to buy and sell a currency at a set price on a future date. The market value of a forward foreign currency contract fluctuates with changes in
foreign currency exchange rates. Forward foreign currency contracts are marked to market daily, and the change in value is recorded by a Fund
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">as an unrealized gain (loss). Realized gains (losses) are equal to the difference between the
value of the contract at the time it was opened and the value at the time it was closed and are recorded upon delivery or receipt of the currency. The contractual obligations of a buyer or seller of a forward foreign currency contract may generally
be satisfied by taking or making physical delivery of the underlying currency, establishing an opposite position in the contract and recognizing the profit or loss on both positions simultaneously on the delivery date or, in some instances, paying a
cash settlement before the designated date of delivery. These contracts may involve market risk in excess of the unrealized gain (loss) reflected on the Statements of Assets and Liabilities. Although forwards may be intended to minimize the risk of
loss due to a decline in the value of the hedged currencies, at the same time, they tend to limit any potential gain which might result should the value of such currencies increase. In addition, a Fund could be exposed to risk if the counterparties
are unable to meet the terms of the contracts or if the value of the currency changes unfavorably to the U.S. dollar. To mitigate such risk, cash or securities may be exchanged as collateral pursuant to the terms of the underlying&nbsp;contracts.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(b) Futures Contracts</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are agreements to buy or sell a security or other asset for a set price on a future date and are traded on an exchange. A Fund may use futures contracts to manage its exposure to
the securities markets or to movements in interest rates and currency values or for other investment purposes. Generally, a futures contract provides for the future sale by one party and purchase by another party of a specified quantity of the
security or other financial instrument at a specified price and time. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the securities held by a Fund and the prices of
futures contracts and the possibility of an illiquid market. Futures contracts are valued based upon their quoted daily settlement prices. Upon entering into a futures contract, a Fund is required to deposit with its futures broker an amount of
cash, U.S. Government and Agency Obligations, or select sovereign debt, in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and based on changes in the price of the contracts, a
Fund pays or receives cash or other eligible assets equal to the daily change in the value of the contract (&#147;variation margin&#148;). Futures Variation Margins, if any, are disclosed within centrally cleared financial derivative instruments on
the Statements of Assets and Liabilities. Gains (losses) are recognized but not considered realized until the contracts expire or close. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin included within
exchange traded or centrally cleared financial derivative instruments on the Statements of Assets and&nbsp;Liabilities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(c) Options Contracts</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;An option on an instrument (or an
index) is a contract that gives the holder of the option, in return for a premium,
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
the right to buy from (in the case of a call) or sell to (in the case of a put) the writer of the option the instrument underlying the option (or the cash value of the index) at a specified
exercise price at any time during the term of the option. Writing put options tends to increase a Fund&#146;s exposure to the underlying instrument. Writing call options tends to decrease a Fund&#146;s exposure to the underlying instrument. When a
Fund writes a call or put, an amount equal to the premium received is recorded and subsequently marked to market to reflect the current value of the option written. These amounts are included on the Statements of Assets and Liabilities. Premiums
received from writing options which expire are treated as realized gains. Premiums received from writing options which are exercised or closed are added to the proceeds or offset against amounts paid on the underlying futures, swap, security or
currency transaction to determine the realized gain (loss). Certain options may be written with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. A Fund as a
writer of an option has no control over whether the underlying instrument may be sold (&#147;call&#148;) or purchased (&#147;put&#148;) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the
written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid&nbsp;market. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchasing call options tends to increase a Fund&#146;s exposure to the underlying instrument. Purchasing put options tends to decrease a
Fund&#146;s exposure to the underlying instrument. A Fund pays a premium which is included as an asset on the Statements of Assets and Liabilities and subsequently marked to market to reflect the current value of the option. Premiums paid for
purchasing options which expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The
risk associated with purchasing put and call options is limited to the premium paid. Premiums paid for purchasing options which are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment
transaction to determine the realized gain (loss) when the underlying transaction is&nbsp;executed. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Foreign Currency Options</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;may be written or purchased to be used as a short or long hedge against possible
variations in foreign exchange rates or to gain exposure to foreign&nbsp;currencies. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Options on Exchange-Traded Futures Contracts</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;(&#147;Futures Option&#148;) may be written or purchased to
hedge an existing position or future investment, for speculative purposes or to manage exposure to market movements. A Futures Option is an option contract in which the underlying instrument is a single futures&nbsp;contract.
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Options on
Securities</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;may be written or purchased to enhance returns or to hedge an existing position or future investment. An option on a security uses a specified security as
the underlying instrument for the option&nbsp;contract. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(d) Swap Agreements</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are bilaterally negotiated agreements between a Fund and a counterparty to exchange or
swap investment cash flows, assets, foreign currencies or market-linked returns at specified, future intervals. Swap agreements may be privately negotiated in the over the counter market (&#147;OTC swaps&#148;) or may be cleared through a third
party, known as a central counterparty or derivatives clearing organization (&#147;Centrally Cleared Swaps&#148;). A Fund may enter into asset, credit default, cross-currency, interest rate, total return, variance and other forms of swap agreements
to manage its exposure to credit, currency, interest rate, commodity, equity and inflation risk. In connection with these agreements, securities or cash may be identified as collateral or margin in accordance with the terms of the respective swap
agreements to provide assets of value and recourse in the event of default or&nbsp;bankruptcy/insolvency. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Centrally Cleared Swaps are marked to market daily based upon valuations as determined from the underlying contract or in accordance with the requirements of the central counterparty or
derivatives clearing organization. Changes in market value, if any, are reflected as a component of net change in unrealized appreciation (depreciation) on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any,
are recorded as variation margin on the Statements of Assets and Liabilities. Centrally Cleared and OTC swap payments received or paid at the beginning of the measurement period are included on the Statements of Assets and Liabilities and represent
premiums paid or received upon entering into the swap agreement to compensate for differences between the stated terms of the swap agreement and prevailing market conditions (credit spreads, currency exchange rates, interest rates, and other
relevant factors). Upfront premiums received (paid) are initially recorded as liabilities (assets) and subsequently marked to market to reflect the current value of the swap. These upfront premiums are recorded as realized gain (loss) on the
Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination of the swap is recorded as realized gain (loss) on the Statements of Operations. Net periodic payments received or paid by a
Fund are included as part of realized gain (loss) on the Statements of&nbsp;Operations. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For purposes of a Fund&#146;s investment policy adopted pursuant to <FONT STYLE="white-space:nowrap">Rule&nbsp;35d-1</FONT> under the Act (if any), the Fund will account for derivative
instruments at market value. For purposes of applying a Fund&#146;s other investment policies and restrictions, swap agreements, like other derivative instruments, may be valued by a Fund at market value, notional value or full exposure value (i.e.,
the sum of the notional
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
amount for the contract plus the market value) or any combination of the foregoing (e.g., notional value for purposes of calculating the numerator and market value for purposes of calculating the
denominator for compliance with a particular policy or restriction). See Note 6 &#151; Asset Segregation below. In the case of a credit default swap, in applying certain of a Fund&#146;s investment policies and restrictions, the Funds will value the
credit default swap at its notional value or its full exposure value (i.e., the sum of the notional amount for the contract plus the market value), but may value the credit default swap at market value for purposes of applying certain of a
Fund&#146;s other investment policies and restrictions. For example, a Fund may value credit default swaps at full exposure value for purposes of a Fund&#146;s credit quality guidelines (if any) because such value in general better reflects a
Fund&#146;s actual economic exposure during the term of the credit default swap agreement. As a result, a Fund may, at times, have notional exposure to an asset class (before netting) that is greater or lesser than the stated limit or restriction
noted in a Fund&#146;s prospectus. In this context, both the notional amount and the market value may be positive or negative depending on whether a Fund is selling or buying protection through the credit default swap. The manner in which certain
securities or other instruments are valued by a Fund for purposes of applying investment policies and restrictions may differ from the manner in which those investments are valued by other types of&nbsp;investors. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Entering into swap agreements involves, to varying degrees,
elements of interest, credit, market and documentation risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these agreements, that the
counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of contractual terms in the agreements and that there may be unfavorable changes in interest rates or the values of the asset upon which the swap
is&nbsp;based. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A Fund&#146;s maximum risk of loss
from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract&#146;s remaining life, to the extent that amount is positive. The risk may be mitigated by having a master netting
arrangement between a Fund and the counterparty and by the&nbsp;posting of collateral to a Fund to cover a Fund&#146;s exposure to the&nbsp;counterparty. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">To the extent a Fund has a policy to limit the net amount owed to or to be received from a single counterparty under existing swap
agreements, such limitation only applies to counterparties to OTC swaps and does not apply to centrally cleared swaps where the counterparty is a central counterparty or derivatives clearing&nbsp;organization. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Credit Default Swap Agreements</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;on corporate, loan, sovereign, U.S. municipal or U.S. Treasury issues are entered into to provide a measure
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">of protection against defaults of the issuers (<I>i.e.</I>, to reduce risk where a Fund owns
or has exposure to the referenced obligation) or to take an active long or short position with respect to the likelihood of a particular issuer&#146;s default. Credit default swap agreements involve one party making a stream of payments (referred to
as the buyer of protection) to another party (the seller of protection) in exchange for the right to receive a specified return in the event that the referenced entity, obligation or index, as specified in the swap agreement, undergoes a certain
credit event. As a seller of protection on credit default swap agreements, a Fund will generally receive from the buyer of protection a fixed rate of income throughout the term of the swap provided that there is no credit event. As the seller, a
Fund would effectively add leverage to its portfolio because, in addition to its total net assets, a Fund would be subject to investment exposure on the notional amount of the&nbsp;swap. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">If a Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap
agreement, a Fund will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation, other deliverable obligations or underlying securities comprising the referenced
index or (ii)&nbsp;pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. If a Fund is a
buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Fund will either (i)&nbsp;receive from the seller of protection an amount equal to the notional amount of the swap and deliver the
referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or (ii)&nbsp;receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery
value of the referenced obligation or underlying securities comprising the referenced index. Recovery values are estimated by market makers considering either industry standard recovery rates or entity specific factors and considerations until a
credit event occurs. If a credit event has occurred, the recovery value is determined by a facilitated auction whereby a minimum number of allowable broker bids, together with a specified valuation method, are used to calculate the settlement value.
The ability to deliver other obligations may result in a <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">cheapest-to-deliver</FONT></FONT> option (the buyer of protection&#146;s right to choose the deliverable obligation with the
lowest value following a credit&nbsp;event). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Credit
default swap agreements on corporate or sovereign issues involve one party making a stream of payments to another party in exchange for the right to receive a specified return in the event of a default or other credit event. If a credit event occurs
and cash settlement is not elected, a variety of other deliverable obligations may
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
be delivered in lieu of the specific referenced obligation. The ability to deliver other obligations may result in a
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">cheapest-to-deliver</FONT></FONT> option (the buyer of protection&#146;s right to choose the deliverable obligation with the lowest value following a credit&nbsp;event). </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Credit default swap agreements on asset-backed securities
involve one party making a stream of payments to another party in exchange for the right to receive a specified return in the event that the referenced entity, obligation or index, as specified in the agreement, undergoes a certain credit event.
Unlike credit default swaps on corporate, loan, sovereign, U.S. municipal or U.S. Treasury issues, deliverable obligations in most instances would be limited to the specific referenced obligation, or in some cases, specific tranches of the specified
reference obligation, as performance for asset-backed securities can vary across deals. Prepayments, principal paydowns, and other writedown or loss events on the underlying mortgage loans will reduce the outstanding principal balance of the
referenced obligation. These reductions may be temporary or permanent as defined under the terms of the swap agreement and the notional amount for the swap agreement will be adjusted by corresponding amounts. A Fund may use credit default swaps on
asset-backed securities to provide a measure of protection against defaults of the referenced obligation or to take an active long or short position with respect to the likelihood of a particular referenced obligation&#146;s&nbsp;default.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Credit default swap agreements on credit indices
involve one party making a stream of payments to another party in exchange for the right to receive a specified return in the event of a write-down, principal shortfall, interest shortfall or default of all or part of the referenced entities
comprising the credit index. A credit index is a basket of credit instruments or exposures designed to be representative of some part of the credit market as a whole. These indices are made up of reference credits that are judged by a poll of
dealers to be the most liquid entities in the credit default swap market based on the sector of the index. Components of the indices may include, but are not limited to, investment grade securities, high yield securities, asset-backed securities,
emerging markets, and/or various credit ratings within each sector. Credit indices are traded using credit default swaps with standardized terms including a fixed spread and standard maturity dates. An index credit default swap references all the
names in the index, and if there is a default, the credit event is settled based on that name&#146;s weight in the index. The composition of the indices changes periodically, usually every six months, and for most indices, each name has an equal
weight in the index. Credit default swaps on credit indices may be used to hedge a portfolio of credit default swaps or bonds, which is less expensive than it would be to buy many credit default swaps to achieve a similar effect or to take an active
long or short position with respect to the likelihood of a particular referenced
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>121</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
obligation&#146;s default. Credit default swaps on indices are instruments often used to attempt to protect investors owning bonds against default, but may also be used for
speculative&nbsp;purposes. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Implied credit spreads,
represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate, loan, sovereign, U.S. municipal or U.S. Treasury issues as of period end, if any, are disclosed in the Notes to Schedules of
Investments. They serve as an indicator of the current status of payment/performance risk and represent the likelihood or risk of default for the reference entity. The implied credit spread of a particular referenced entity reflects the cost of
buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s credit soundness and a greater likelihood or risk of default
or other credit event occurring as defined under the terms of the agreement. For credit default swap agreements on asset-backed securities and credit indices, the quoted market prices and resulting values serve as the indicator of the current status
of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity&#146;s credit soundness and a greater likelihood or risk of default or
other credit event occurring as defined under the terms of the&nbsp;agreement. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The maximum potential amount of future payments (undiscounted) that a Fund as a seller of protection could be required to make under a credit default swap agreement equals the notional amount
of the agreement. Notional amounts of each individual credit default swap agreement outstanding as of period end for which a Fund is the seller of protection are disclosed in the Notes to Schedules of Investments. These potential amounts would be
partially offset by any recovery values of the respective referenced obligations, upfront payments received upon entering into the agreement, or net amounts received from the settlement of buy protection credit default swap agreements entered into
by a Fund for the same referenced entity or&nbsp;entities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Interest Rate Swap Agreements</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;may be entered into to help hedge against interest rate risk exposure and to
maintain a Fund&#146;s ability to generate income at prevailing market rates. The value of the fixed rate bonds that the Funds hold may decrease if interest rates rise. To help hedge against this risk and to maintain its ability to generate income
at prevailing market rates, a Fund may enter into interest rate swap agreements. Interest rate swap agreements involve the exchange by a Fund with another party for their respective commitment to pay or receive interest on the notional amount of
principal. Certain forms of interest rate swap agreements may include: (i)&nbsp;interest rate caps, under which, in&nbsp;return for a premium, one party agrees to make payments to the other&nbsp;to the extent that interest rates exceed a specified
rate, or &#147;cap&#148;,
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
(ii)&nbsp;interest rate floors, under which, in return for a premium, one party agrees to make payments to the other to the extent that interest rates fall below a specified rate, or
&#147;floor&#148;, (iii) interest rate collars, under which a party sells a cap and purchases a floor or vice versa in an attempt to protect itself against interest rate movements exceeding given minimum or maximum levels, (iv)&nbsp;callable
interest rate swaps, under which the buyer pays an upfront fee in consideration for the right to early terminate the swap transaction in whole, at zero cost and at a predetermined date and time prior to the maturity date, (v)&nbsp;spreadlocks, which
allow the interest rate swap users to lock in the forward differential (or spread) between the interest rate swap rate and a specified benchmark, or (vi)&nbsp;basis swaps, under which two parties can exchange variable interest rates based on
different segments of money&nbsp;markets. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Total
Return Swap Agreements</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are entered into to gain or mitigate exposure to the underlying reference asset. Total return swap agreements involve commitments where single
or multiple cash flows are exchanged based on the price of an underlying reference asset and on a fixed or variable interest rate. Total return swap agreements may involve commitments to pay interest in exchange for a market-linked return. One
counterparty pays out the total return of a specific underlying reference asset, which may include a single security, a basket of securities, or an index, and in return receives a fixed or variable rate. At the maturity date, a net cash flow is
exchanged where the total return is equivalent to the return of the underlying reference asset less a financing rate, if any. As a receiver, a Fund would receive payments based on any net positive total return and would owe payments in the event of
a net negative total return. As the payer, a Fund would owe payments on any net positive total return, and would receive payments in the event of a net negative total return. A Fund&#146;s use of a total return swap exposes the Fund to credit loss
in the event of nonperformance by the swap counterparty. Risk may also arise from the unanticipated movements in value of exchange rates, interest rates, securities, or the&nbsp;index. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Asset Segregation</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Certain
transactions described above can be viewed as constituting a form of borrowing or financing transaction by a Fund. In such event, a Fund will cover its obligation under such transactions by segregating or &#147;earmarking&#148; assets in accordance
with procedures adopted by the Board, in which case such transactions will not be considered &#147;senior securities&#148; by a Fund. With respect to forwards, futures contracts, options and swaps that are contractually required to cash settle
(i.e., where physical delivery of the underlying reference asset is not permitted), a Fund (other than PIMCO Dynamic Income Fund and PIMCO Income Opportunity Fund) is permitted to segregate or earmark liquid assets equal to a Fund&#146;s daily <FONT
STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">marked-to-market</FONT></FONT> net obligation under the derivative instrument, if any, rather than the derivative&#146;s full notional value. For PIMCO Dynamic Income Fund and PIMCO Income
Opportunity Fund, with respect to forwards and futures contracts and interest rate swaps that are contractually required to cash
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>122</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">settle (i.e., where physical delivery of the underlying reference asset is not permitted), the
Fund is permitted to segregate or earmark liquid assets equal to the Fund&#146;s daily <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">marked-to-market</FONT></FONT> net obligation under the derivative instrument, if any, rather
than the derivative&#146;s full notional value, but may segregate full notional value, as applicable, with respect to certain other derivative instruments (including written credit default swaps and written options) that contractually require or
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
permit physical delivery of securities or other underlying assets. By segregating or earmarking liquid assets equal to only its net
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">marked-to-market</FONT></FONT> obligation under certain derivatives that are required to cash settle, a Fund will have the ability to employ leverage to a greater extent than if a
Fund were to segregate or earmark liquid assets equal to the full notional value of the&nbsp;derivative. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">7. PRINCIPAL AND OTHER RISKS
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(a) Principal Risks</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In the normal course of business, the Funds trade financial
instruments and enter into financial transactions where risk of potential loss exists due to such things as changes in the market (market risk) or failure or inability of the other party to a transaction to perform (credit and counterparty risk).
See below for a detailed description of select principal risks. For a more comprehensive list of the principal risks the Funds may be subject to, please see the Principal Risks of the Funds section of this report. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCM<BR>Fund,<BR>Inc.&nbsp;(PCM)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Global<BR>StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp;<BR>Income<BR>Fund&nbsp;(PGP)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Income<BR>Opportunity<BR>Fund&nbsp;(PKO)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Strategic<BR>Income&nbsp;Fund,<BR>Inc.&nbsp;(RCS)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic&nbsp;Credit<BR>and Mortgage<BR>Income<BR>Fund&nbsp;(PCI)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic<BR>Income<BR>Fund&nbsp;(PDI)</B></FONT></TD></TR>


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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Call Risk</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Collateralized Loan Obligations Risk</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Contingent Convertible Securities Risk</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Counterparty Risk</FONT></P></TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Credit Default Swaps Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Credit Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Derivatives Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Emerging Markets Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Equity Securities and Related Market Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign <FONT STYLE="white-space:nowrap">(Non-U.S.)</FONT> Investment Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">High Yield Securities Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Inflation/Deflation Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Inflation-Indexed Security Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest Rate Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Issuer Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Leverage Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Liquidity Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Loans and Other Indebtedness; Loan Participations and Assignments Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Management Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Mortgage-Related and Other Asset-Backed Securities Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other Investment Companies Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Portfolio Turnover Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Preferred Securities Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Private Placements Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Privately-Issued Mortgage-Related Securities Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Reinvestment Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Repurchase Agreements Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Restricted Securities Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Segregation and Coverage Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Senior Debt Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Sovereign Debt Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Structured Investments Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Subsidiary Risk</FONT></P></TD>
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<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
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<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Tax Risk</FONT></P></TD>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Valuation Risk</FONT></P></TD>
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</TABLE>
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>123</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Call Risk</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that an issuer may exercise its right to redeem a fixed income security earlier than expected (a call). Issuers may call outstanding securities prior to their maturity
for a number of reasons (<I>e.g.</I>, declining interest rates, changes in credit spreads and improvements in the issuer&#146;s credit quality). If an issuer calls a security in which the Fund has invested, the Fund may not recoup the full amount of
its initial investment and may be forced to reinvest in lower-yielding securities, securities with greater credit risks or securities with other, less favorable&nbsp;features. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Collateral Loan Obligations Risk</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk of investing in a trust typically collateralized by a pool of loans issued by banks, corporations or any other public or private entity or person, which may include,
among others, domestic and foreign senior secured loans, senior unsecured loans and subordinate or mezzanine loans, including loans that may be rated below investment grade or equivalent unrated loans (&#147;Collateralized Loan Obligations
Risk&#148;) or (&#147;CLOs&#148;). In addition to the normal risks associated with debt instruments (e.g., interest rate risk and credit risk), CLOs carry additional risks including, but not limited to: (i)&nbsp;the possibility that distributions
from the collateral will not be adequate to make interest or other payments; (ii)&nbsp;the risk that the quality of the collateral may decline in value or default; (iii)&nbsp;the risk that the Fund may invest in CBOs, CLOs or other CDOs that are
subordinate to other classes; and (iv)&nbsp;the complex structure of the security may not be fully understood at the time of investment and may produce disputes with the issuer or others and may produce unexpected investment&nbsp;results.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Contingent Convertible Securities Risk</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk of investing in contingent convertible securities, which includes the risk that interest payments will be cancelled by the issuer or a regulatory authority, the risk
of ranking junior to other creditors in the event of a liquidation or other bankruptcy-related event as a result of holding subordinated debt, the risk of the Fund&#146;s investment becoming further subordinated as a result of conversion from debt
to equity, the risk that the principal amount due can be written down to a lesser amount, and the general risks applicable to fixed income investments, including interest rate risk, credit risk, market risk and liquidity risk, any of which could
result in losses to the&nbsp;Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Counterparty
Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that the Fund will be subject to credit risk with respect to the counterparties to the derivative contracts and other instruments entered into by the
Fund or held by special purpose or structured vehicles in which the Fund invests. If a counterparty becomes bankrupt or otherwise fails to perform its obligations under a derivative&nbsp;contract due to financial difficulties, the Fund may
experience significant delays in obtaining any recovery (including recovery of any collateral it has provided to the counterparty) in a dissolution, assignment for the benefit of creditors, liquidation,
<FONT STYLE="white-space:nowrap">winding-up,</FONT> bankruptcy, or other analogous&nbsp;proceeding.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Credit Default Swaps
Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk of investing in credit default swaps, including illiquidity risk, counterparty risk, leveraging risk and credit risk. A buyer generally also will lose
its investment and recover nothing should no credit event occur and the swap is held to its termination date. When the Fund acts as a seller of a credit default swap, it is exposed to many of the same risks of leverage described herein since if an
event of default occurs, the seller must pay the buyer the full notional value of the reference obligation. In addition, selling credit default swaps may not be profitable for the Fund if no secondary market exists or the Fund is otherwise unable to
close out these transactions at advantageous&nbsp;times. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Credit Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that the Fund could lose money if the issuer or guarantor of a fixed-income security,
or the counterparty to a derivatives contract, repurchase agreement or a loan of portfolio securities, is unable or unwilling, or is perceived (whether by market participants, rating agencies, pricing services or otherwise) as unable or unwilling,
to meet its financial&nbsp;obligations. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Derivatives
Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk of investing in derivative instruments (such as futures, swaps and structured securities), including leverage, liquidity, interest rate, market,
credit and management risks, mispricing or valuation complexity. Changes in the value of the derivative may not correlate perfectly with, and may be more sensitive to market events than, the underlying asset, rate or index, and the Fund could lose
more than the initial amount invested. The Fund&#146;s use of derivatives may result in losses to the Fund, a reduction in the Fund&#146;s returns and/or increased volatility.
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Over-the-counter</FONT></FONT> (&#147;OTC&#148;) derivatives are also subject to the risk that a counterparty to the transaction will not fulfill its contractual obligations to the
other party, as many of the protections afforded to centrally-cleared derivative transactions might not be available for OTC derivatives. For derivatives traded on an exchange or through a central counterparty, credit risk resides with the
Fund&#146;s clearing broker, or the clearinghouse itself, rather than with a counterparty in an OTC derivative&nbsp;transaction. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Changes in regulation relating to a mutual fund&#146;s use of derivatives and related instruments could potentially limit or impact the
Fund&#146;s ability to invest in derivatives, limit the Fund&#146;s ability to employ certain strategies that use derivatives and/or adversely affect the value of derivatives and the Fund&#146;s&nbsp;performance. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Emerging Markets Risk</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk of investing in emerging market securities, primarily increased foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> investments&nbsp;risk. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Equity Securities and Related Market Risk</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that the values of equity securities, such as common stocks and preferred securities, may decline due to general market conditions which are not specifically related
to a particular company or to factors affecting a particular </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>124</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">industry or industries. Equity securities generally have greater price volatility than fixed
income&nbsp;securities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Foreign <FONT
STYLE="white-space:nowrap">(Non-U.S.)</FONT> Investment Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that investing in foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> securities may
result in the Fund experiencing more rapid and extreme changes in value than a fund that invests exclusively in securities of U.S. companies. due to smaller markets, differing reporting, accounting and auditing standards, increased risk of delayed
settlement of portfolio transactions or loss of certificates of portfolio securities, and the risk of unfavorable foreign government actions, including nationalization, expropriation or confiscatory taxation, currency blockage, or political changes
or diplomatic developments. Foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> securities may also be less liquid and more difficult to value than securities of U.S.&nbsp;issuers. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">High Yield Securities Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is
the risk that high yield securities and unrated securities of similar credit quality (commonly known as &#147;junk bonds&#148;) are subject to greater levels of credit, call and liquidity risks. High yield securities are considered primarily
speculative with respect to&nbsp;the issuer&#146;s continuing ability to make principal and interest payments, and may be more volatile than higher-rated securities of similar&nbsp;maturity. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Inflation/Deflation Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the
risk that the value of assets or income from the Fund&#146;s investments will be worth less in the future as inflation decreases the value of payments at future dates. As inflation increases, the real value of the Fund&#146;s portfolio could
decline. Deflation Risk is the risk that prices throughout the economy decline over time. Deflation may have an adverse effect on the creditworthiness of issuers and may make issuer default more likely, which may result in a decline in the value of
the Fund&#146;s portfolio and common&nbsp;shares. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Inflation-Indexed Security Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that
inflation-indexed debt securities are subject to the effects of changes in market interest rates caused by factors other than inflation (real interest rates). In general, the value of an inflation-indexed security, including TIPS, tends to decrease
when real interest rates increase and can increase when real interest rates decrease. Interest payments on inflation-indexed securities are unpredictable and will fluctuate as the principal and interest are adjusted for inflation. There can be no
assurance that the inflation index used will accurately measure the real rate of inflation in&nbsp;the prices of goods and services. Any increase in the principal amount of an inflation-indexed debt security will be considered taxable ordinary
income, even though the Fund will not receive the principal until&nbsp;maturity. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Interest Rate Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that fixed income securities and other instruments in the Fund&#146;s
portfolio will decline in value because of an increase in interest rates; a fund with a longer average portfolio
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
duration will be more sensitive to changes in interest rates than a fund with a short average portfolio&nbsp;duration. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Issuer Risk</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that the value of a security may decline for a reason directly related to the issuer, such as management performance, financial leverage and reduced demand for the
issuer&#146;s goods or&nbsp;services. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Leverage
Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that certain transactions of the Fund, such as reverse repurchase agreements, dollar rolls and/or borrowings (as well as from any future issuance of
preferred shares), delayed delivery or forward commitment transactions, or derivative instruments, may give rise to leverage, magnifying gains and losses and causing the Fund to be more volatile than if it had not been leveraged. This means that
leverage entails a heightened risk of&nbsp;loss. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Liquidity Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that a particular investment may
be difficult to purchase or sell that the Fund may be unable to sell illiquid investments at an advantageous time or price or possibly require the Fund to dispose of other investments at unfavorable times or prices in order to satisfy its
obligations, which could prevent the Fund from taking advantage of other investment opportunities. Additionally, the market for certain investments may become illiquid under adverse market or economic conditions independent of any specific adverse
changes in the conditions of a particular&nbsp;issuer. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Loans and Other Indebtedness; Loan Participations and Assignments
Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;the risk that scheduled interest or principal payments will not be made in a timely manner or at all, either of which may adversely affect the values of a loan.
Additionally, there is a risk that the collateral underlying a loan may be unavailable or insufficient to satisfy a borrower&#146;s obligation, and the Fund could become part owner of any collateral if a loan is foreclosed, subjecting the Fund to
costs associated with owning and disposing of the&nbsp;collateral. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In the event of the insolvency of the lender selling a participation, there is a risk that the Fund may be treated as a general creditor of the lender and may not benefit from any <FONT
STYLE="white-space:nowrap">set-off</FONT> between the lender and the&nbsp;borrower. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">There is the risk that the Fund may have difficulty disposing of loans and loan participations due to the lack of a liquid secondary market for loans and loan&nbsp;participations. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">To the extent the Fund acquires loans, including bank loans, the
Fund may be subject to greater levels of credit risk, call risk, settlement risk and liquidity risk than funds that do not acquire such&nbsp;instruments. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Management Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that the investment techniques
and risk analyses applied by the Manager will not produce the desired results and that legislative, regulatory, or tax restrictions, policies or
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>125</B></FONT></TD></TR></TABLE></DIV>


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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
developments may affect the investment techniques available to the Manager and the individual portfolio manager in connection with managing the Fund. There is no guarantee that the investment
objective of the Fund will be&nbsp;achieved. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Market
Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that the market price of securities owned by the Fund may go up or down, sometimes rapidly or unpredictably due to factors affecting securities
markets generally or particular&nbsp;industries. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Mortgage-Related and Other Asset-Backed Securities Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is
the risk of investing in mortgage-related and other asset-backed securities, including interest rate risk, extension risk, prepayment risk and credit&nbsp;risk. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Other Investment Companies Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that Common
Shareholders may be subject to duplicative expenses to the extent the Fund invests in other investment companies. In addition, these other investment companies may utilize leverage, in which case an investment would subject the Fund to additional
risks associated with&nbsp;leverage. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Portfolio
Turnover Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that a high portfolio turnover will result in greater expenses to the Fund, including brokerage commissions or dealer <FONT
STYLE="white-space:nowrap">mark-ups</FONT> and other transaction costs on the sale of securities and reinvestments in other securities. Such sales may result in realization of taxable capital gains (including short-term capital gains, which are
generally taxed to shareholders at ordinary income tax rates when distributed net of short-term capital losses and net long-term capital losses), and may adversely affect the Fund&#146;s
<FONT STYLE="white-space:nowrap">after-tax&nbsp;returns.</FONT> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Preferred Securities Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that certain preferred securities contain provisions that allow an
issuer under certain conditions to skip or defer distributions which may require the Fund to include the amount of the deferred distribution in its taxable income for tax purposes although it does not currently receive such amount in cash.
Additionally, preferred securities are subordinated to bonds and other debt securities in an issuer&#146;s capital structure in terms of priority for corporate income and liquidation payments, and therefore will be subject to greater credit risk
than those debt securities. Preferred securities may trade less frequently and in a more limited volume and may be subject to more abrupt or erratic price movements than many other securities, such as common stocks, corporate debt securities and
U.S. Government&nbsp;securities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Private Placements
Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that securities received in a private placement may be subject to strict restrictions on resale, and there may be no liquid secondary market or ready
purchaser for such securities. Therefore, the Fund may be unable to dispose of such securities when it desires to do so, or at the most favorable time or price. Private placements may also raise valuation&nbsp;risks.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Privately-Issued Mortgage-Related Securities Risk</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk of <FONT STYLE="white-space:nowrap">non-payment</FONT> because there are no direct or indirect government or agency guarantees of payments in the pools created by <FONT
STYLE="white-space:nowrap">non-governmental&nbsp;issuers.</FONT> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Reinvestment Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that income from the Fund&#146;s portfolio will decline if and when the Fund
invests the proceeds from matured, traded or called debt obligations at market interest rates that are below the portfolio&#146;s current earnings rate. The Fund also may choose to sell higher yielding portfolio securities and to purchase lower
yielding securities to achieve greater portfolio diversification, because the portfolio managers believe the current holdings are overvalued or for other investment-related&nbsp;reasons. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Repurchase Agreements Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is
the risk that, if the party agreeing to repurchase a security should default, the Fund will seek to sell the securities which it holds, which could involve procedural costs or delays in addition to a loss on the securities if their value should fall
below their repurchase&nbsp;price. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Restricted
Securities Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that the Fund&#146;s investment in securities that have not been registered for public sale, but that are eligible for purchase and sale
pursuant to Rule 144A under the Securities Act, may be relatively less liquid than registered securities traded on established securities&nbsp;markets. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Segregation and Coverage Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that certain
portfolio management techniques may be considered senior securities unless steps are taken to segregate the Fund&#146;s assets or otherwise cover its obligations. To avoid having these instruments considered senior securities, the Fund may segregate
liquid assets with a value equal (on a daily <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">mark-to-market</FONT></FONT> basis) to its obligations under these types of leveraged transactions, enter into offsetting transactions or
otherwise cover such transactions. The Fund may be unable to use such segregated assets for certain other purposes, which could result in the Fund earning a lower return on its portfolio than it might otherwise earn if it did not have to segregate
those assets in respect of, or otherwise cover, such portfolio positions. To the extent the Fund&#146;s assets are segregated or committed as cover, it could limit the Fund&#146;s investment&nbsp;flexibility. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Senior Debt Risk</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that the Fund may be subject to greater levels of credit risk than funds that do not invest in below investment grade senior debt. The Fund may also be subject to
greater levels of liquidity risk than funds that do not invest in senior debt. Restrictions on transfers in loan agreements, a lack of publicly available information and other factors may, in certain instances, make senior debt more difficult to
sell at an advantageous time or price than other types of securities or&nbsp;instruments. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Sovereign Debt
Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that investments in fixed income instruments issued by sovereign entities may decline in value as a result of default or other adverse credit event
resulting from an issuer&#146;s inability or unwillingness to make principal or interest payments in a timely&nbsp;fashion. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Structured Investments Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that the
Fund&#146;s investment in structured products, including, structured notes, credit-linked notes and other types of structured products bear the risks of the underlying investments, index or reference obligation and are subject to counterparty risk.
The Fund may have the right to receive payments only from the structured product, and generally does not have direct rights against the issuer or the entity that sold the assets to be securitized. Structured products generally entail risks
associated with derivative&nbsp;instruments. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Subsidiary Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that, to the extent the Fund
invests through one or more Subsidiaries, the Fund would be exposed to the risks associated with the Subsidiaries&#146; investments. The Subsidiaries would not be registered as investment companies under the 1940 Act and may not be subject to all of
the investor protections of the 1940 Act. There is no guarantee that the investment objective of a subsidiary will be&nbsp;achieved. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Tax Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that if, in any year, the Fund were to
fail to qualify for treatment as a regulated investment company under the Tax Code, and were ineligible to or did not otherwise cure such failure, the Fund would be subject to tax on its taxable income at corporate rates and, when such income is
distributed, shareholders would be subject to a further tax to the extent of the Fund&#146;s current or accumulated earnings and&nbsp;profits. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Valuation Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;is the risk that fair value pricing used
when market quotations are not readily available may not result in adjustments to the prices of securities or other assets, or that fair value pricing may not reflect actual market value. It is possible that the fair value determined in good faith
for a security or other asset will be materially different from quoted or published prices, from the prices used by others for the same security or other asset and/or from the value that actually could be or is realized upon the sale of that
security or other&nbsp;asset. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(b) Other Risks</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In general, a Fund may be subject to additional risks, including, but
not limited to, risks related to government regulation and intervention in financial markets, operational risks, risks associated with financial, economic and global market disruptions, and cybersecurity risks. Please see the Principal Risks of the
Funds section of this report for a more comprehensive list of the principal risks the Funds may be subject to. Please see the Important Information section of this report for additional discussion of certain regulatory and market developments
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
(such as the anticipated discontinuation of the London Interbank Offered Rate) that may impact a Fund&#146;s performance. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Market Disruption Risk</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;A Fund is subject to investment and operational risks associated with financial, economic and other global market developments and disruptions, including those arising from war,
terrorism, market manipulation, government interventions, defaults and shutdowns, political changes or diplomatic developments, public health emergencies (such as the spread of infectious diseases, pandemics and epidemics) and natural/environmental
disasters, which can all negatively impact the securities markets and cause a Fund to lose value. These events can also impair the technology and other operational systems upon which a Fund&#146;s service providers, including PIMCO as a Fund&#146;s
investment adviser, rely, and could otherwise disrupt a Fund&#146;s service providers&#146; ability to fulfill their obligations to a Fund. For example, the recent spread of an infectious respiratory illness caused by a novel strain of coronavirus
(known as <FONT STYLE="white-space:nowrap">COVID-19)</FONT> has caused volatility, severe market dislocations and liquidity constraints in many markets, including markets for the securities a Fund holds, and may adversely affect a Fund&#146;s
investments and operations. Please see the Important Information section for additional discussion of the <FONT STYLE="white-space:nowrap">COVID-19&nbsp;pandemic.</FONT> </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Regulatory Changes Risk</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Financial entities, such as investment companies and investment advisers, are generally subject to extensive government regulation and intervention. Government regulation and/or
intervention may change the way a Fund is regulated, affect the expenses incurred directly by a Fund and the value of its investments, and limit and/or preclude a Fund&#146;s ability to achieve its investment objective. Government regulation may
change frequently and may have significant adverse consequences. Moreover, government regulation may have unpredictable and unintended&nbsp;effects. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Operational Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;An investment in a Fund, like any fund,
can involve operational risks arising from factors such as processing errors, human errors, inadequate or failed internal or external processes, failures in systems and technology, changes in personnel and errors caused by third-party service
providers. The occurrence of any of these failures, errors or breaches could result in a loss of information, regulatory scrutiny, reputational damage or other events, any of which could have a material adverse effect on a Fund. While a Fund seeks
to minimize such events through controls and oversight, there may still be failures that could cause losses to the&nbsp;Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Cybersecurity Risk</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;As the use of technology has become more
prevalent in the course of business, the Funds have become potentially more susceptible to operational and information security risks resulting from breaches in cyber security. A breach in cyber security refers to both intentional and unintentional
cyber events that may, among other </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>127</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
things, cause a Fund to lose proprietary information, suffer data corruption and/or destruction or lose operational capacity, result in the unauthorized release or other misuse of confidential
information, or otherwise disrupt normal business operations. Cyber security failures or breaches may result in financial losses to a Fund and its shareholders. These failures or breaches may also result in disruptions to business operations,
potentially resulting in financial losses; interference with a Fund&#146;s ability to calculate its net asset value, process shareholder transactions or otherwise transact business with shareholders; impediments to trading; violations of applicable
privacy and other laws; regulatory fines; penalties; reputational damage; reimbursement or other compensation costs; additional compliance and cyber security risk management costs and other adverse consequences. In addition, substantial costs may be
incurred in order to prevent any cyber incidents in the&nbsp;future. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">8. MASTER NETTING ARRANGEMENTS </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A Fund may be subject to various netting arrangements (&#147;Master Agreements&#148;) with select counterparties. Master Agreements govern
the terms of certain transactions, and are intended to reduce the counterparty risk associated with relevant transactions by specifying credit protection mechanisms and providing standardization that is intended to improve legal certainty. Each type
of Master Agreement governs certain types of transactions. Different types of transactions may be traded out of different legal entities or affiliates of a particular organization, resulting in the need for multiple agreements with a single
counterparty. As the Master Agreements are specific to unique operations of different asset types, they allow a Fund to close out and net its total exposure to a counterparty in the event of a default with respect to all the transactions governed
under a single Master Agreement with a counterparty. For financial reporting purposes the Statements of Assets and Liabilities generally present derivative assets and liabilities on a gross basis, which reflects the full risks and exposures prior
to&nbsp;netting. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Master Agreements can also help
limit counterparty risk by specifying collateral posting arrangements at <FONT STYLE="white-space:nowrap">pre-arranged</FONT> exposure levels. Under most Master Agreements, collateral is routinely transferred if the total net exposure to certain
transactions (net of existing collateral already in place) governed under the relevant Master Agreement with a counterparty in a given account exceeds a specified threshold, which typically ranges from zero to $250,000 depending on the counterparty
and the type of Master Agreement. United States Treasury Bills and U.S. dollar cash are generally the preferred forms of collateral, although other securities may be used depending on the terms outlined in the applicable Master Agreement. Securities
and cash pledged as collateral are reflected as assets on the Statements of Assets and Liabilities as either a component of Investments at value (securities) or Deposits with
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
counterparty. Cash collateral received is not typically held in a segregated account and as such is reflected as a liability on the Statements of Assets and Liabilities as Deposits from
counterparty. The market value of any securities received as collateral is not reflected as a component of NAV. A Fund&#146;s overall exposure to counterparty risk can change substantially within a short period, as it is affected by each transaction
subject to the relevant Master&nbsp;Agreement. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Master Repurchase Agreements and Global Master Repurchase Agreements (individually and collectively &#147;Master Repo Agreements&#148;)
govern repurchase, reverse repurchase, and certain sale-buyback transactions between a Fund and select counterparties. Master Repo Agreements maintain provisions for, among other things, initiation, income payments, events of default, and
maintenance of collateral. The market value of transactions under the Master Repo Agreement, collateral pledged or received, and the net exposure by counterparty as of period end are disclosed in the Notes to Schedules of&nbsp;Investments.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Master Securities Forward Transaction Agreements
(&#147;Master Forward Agreements&#148;) govern certain forward settling transactions, such as TBA securities, delayed-delivery or certain sale-buyback transactions by and between a Fund and select counterparties. The Master Forward Agreements
maintain provisions for, among other things, transaction initiation and confirmation, payment and transfer, events of default, termination, and maintenance of collateral. The market value of forward settling transactions, collateral pledged or
received, and the net exposure by counterparty as of period end is disclosed in the Notes to Schedules of&nbsp;Investments. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Customer Account Agreements and related addenda govern cleared derivatives transactions such as futures, options on futures, and cleared OTC
derivatives. Such transactions require posting of initial margin as determined by each relevant clearing agency which is segregated in an account at a futures commission merchant (&#147;FCM&#148;) registered with the CFTC. In the United States,
counterparty risk may be reduced as creditors of an FCM cannot have a claim to Fund assets in the segregated account. Portability of exposure reduces risk to the Funds. Variation margin, or changes in market value, are generally exchanged daily, but
may not be netted between futures and cleared OTC derivatives unless the parties have agreed to a separate arrangement in respect of portfolio margining. The market value or accumulated unrealized appreciation (depreciation), initial margin posted,
and any unsettled variation margin as of period end are disclosed in the Notes to Schedules of&nbsp;Investments. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Prime Broker Arrangements may be entered into to facilitate execution and/or clearing of listed equity option transactions or short sales of equity securities between a Fund and selected
counterparties. The arrangements provide guidelines surrounding the rights, obligations,
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>128</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">and other events, including, but not limited to, margin, execution, and settlement. These
agreements maintain provisions for, among other things, payments, maintenance of collateral, events of default, and termination. Margin and other assets delivered as collateral are typically in the possession of the prime broker and would offset any
obligations due to the prime broker. The market values of listed options and securities sold short and related collateral are disclosed in the Notes to Schedules of&nbsp;Investments. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">International Swaps and Derivatives Association, Inc. Master Agreements and Credit Support Annexes (&#147;ISDA
Master Agreements&#148;) govern bilateral OTC derivative transactions entered into by a Fund with select counterparties. ISDA Master Agreements maintain provisions for general obligations, representations, agreements, collateral posting and events
of default or termination. Events of termination include conditions that may entitle counterparties to elect to terminate early and cause settlement of all outstanding transactions under the applicable ISDA Master Agreement. Any election to
terminate early could be material to the financial statements. In limited circumstances, the ISDA Master Agreement may contain additional provisions that add counterparty protection beyond coverage of existing daily exposure if the counterparty has
a decline in credit quality below a predefined level. These amounts, if any, may be segregated with a third-party custodian. The market value of OTC financial derivative instruments, collateral received or pledged, and net exposure by counterparty
as of period end are disclosed in the Notes to Schedules of&nbsp;Investments. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="3">9. FEES AND EXPENSES </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(a) Management Fee</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Pursuant to the Investment Management Agreement with PIMCO (the &#147;Agreement&#148;),
and subject to the supervision of the Board, PIMCO is responsible for providing to each Fund investment guidance and policy direction in connection with the management of the Fund, including oral and written research, analysis, advice, and
statistical and economic data and information. In addition, pursuant to the Agreement and subject to the general supervision of the Board, PIMCO, at its expense, provides or causes to be furnished most other supervisory and administrative services
the Funds require, including but not limited to, expenses of most third-party service providers (e.g., audit, custodial, legal, transfer agency, printing) and other expenses, such as those associated with insurance, proxy solicitations and mailings
for shareholder meetings, NYSE listing and related fees, tax services, valuation services and other services the Funds require for their daily operations. Pursuant to the Agreement,
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
PIMCO receives an annual fee, payable monthly, at the annual rates shown in the table&nbsp;below: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="81%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fund Name</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Annual<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.900%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.105%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.055%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.955%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.150%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.150%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP>&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Management fees calculated based on the Fund&#146;s average daily &#147;total managed assets&#148;. Total managed assets refer to the
total assets of the Fund (including assets attributable to any reverse repurchase agreements, borrowings and preferred shares that may be outstanding) minus accrued liabilities (other than liabilities representing reverse repurchase agreements and
borrowings). </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Management fees calculated based on the Fund&#146;s average daily &#147;total managed assets&#148;. Total managed assets refer to the
total assets of the Fund (including assets attributable to any preferred shares and borrowings that may be outstanding) minus accrued liabilities (other than liabilities representing borrowings). </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Management fees calculated based on the Fund&#146;s average daily net asset value (including daily net assets attributable to any
preferred shares of the Fund that may be outstanding). </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Management fees calculated based on the Fund&#146;s average daily &#147;total managed assets&#148;. Total managed assets includes total
assets of the Fund (including assets attributable to any reverse repurchase agreements, dollar rolls, borrowings and preferred shares that may be outstanding) minus accrued liabilities (other than liabilities representing reverse repurchase
agreements, dollar rolls and borrowings). </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(b) Fund Expenses</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Each Fund bears other expenses, which may vary and affect the total level of expenses paid
by shareholders, such as (i)&nbsp;salaries and other compensation or expenses, including travel expenses of any of the Fund&#146;s executive officers and employees, if any, who are not officers, directors, shareholders, members, partners or
employees of PIMCO or its subsidiaries or affiliates; (ii)&nbsp;taxes and governmental fees, if any, levied against the Fund; (iii)&nbsp;brokerage fees and commissions and other portfolio transaction expenses incurred by or for the Fund (including,
without limitation, fees and expenses of outside legal counsel or third-party consultants retained in connection with reviewing, negotiating and structuring specialized loan and other investments made by the Fund, subject to specific or general
authorization by the Fund&#146;s Board (for example, <FONT STYLE="white-space:nowrap">so-called</FONT> &#147;broken-deal costs&#148; (e.g., fees, costs, expenses and liabilities, including, for example, due diligence-related fees, costs, expenses
and liabilities, with respect to unconsummated investments))); (iv) expenses of the Fund&#146;s securities lending (if any), including any securities lending agent fees, as governed by a separate securities lending agreement; (v)&nbsp;costs,
including interest expenses, of borrowing money or engaging in other types of leverage financing, including, without limitation, through the use by the Fund of reverse repurchase agreements, tender option bonds, bank borrowings and credit
facilities; (vi)&nbsp;costs, including dividend and/or interest expenses and other costs (including, without limitation, offering and related legal costs, fees to brokers, fees to auction agents, fees to transfer agents, fees to ratings agencies and
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
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<TD WIDTH="11%"></TD>

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<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>129</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
fees to auditors associated with satisfying ratings agency requirements for preferred shares or other securities issued by the Fund and other related requirements in the Fund&#146;s
organizational documents) associated with the Fund&#146;s issuance, offering, redemption and maintenance of preferred shares, commercial paper or other senior securities for the purpose of incurring leverage; (vii)&nbsp;fees and expenses of any
underlying funds or other pooled vehicles in which the Fund invests; (viii)&nbsp;dividend and interest expenses on short positions taken by the Fund; (ix)&nbsp;fees and expenses, including travel expenses, and fees and expenses of legal counsel
retained for their benefit, of Trustees who are not officers, employees, partners, shareholders or members of PIMCO or its subsidiaries or affiliates; (x)&nbsp;extraordinary expenses, including extraordinary legal expenses, that may arise, including
expenses incurred in connection with litigation, proceedings, other claims, and the legal obligations of the Fund to indemnify its Trustees, officers, employees, shareholders, distributors, and agents with respect thereto; (xi)&nbsp;organizational
and offering expenses of the Fund, including with respect to share offerings, such as rights offerings and shelf offerings, following the Fund&#146;s initial offering, and expenses associated with tender offers and other share repurchases and
redemptions; and (xii)&nbsp;expenses of the Fund which are capitalized in accordance with U.S.&nbsp;GAAP. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Each of the Trustees of the Funds who is not an interested person under Section&nbsp;2(a)(19) of the Act, (the &#147;Independent Trustees&#148;), also serves as a trustee of a number of other
<FONT STYLE="white-space:nowrap">closed-end</FONT> funds for which PIMCO serves as investment manager (together with the Funds, the &#147;PIMCO <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds&#148;), as well as PIMCO Flexible Credit Income
Fund and PIMCO Flexible Municipal Income Fund, each a closed end management investment company managed by PIMCO that is operated as an &#147;interval fund&#148; (the &#148;PIMCO Interval Funds&#148;), and PIMCO Managed Accounts Trust, an <FONT
STYLE="white-space:nowrap">open-end</FONT> management investment company with multiple series for which PIMCO serves as investment adviser and administrator (&#147;PMAT&#148; and, together with the PIMCO
<FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds and the PIMCO Interval Funds, the &#147;PIMCO Managed Funds&#148;). In addition, each of the Independent Trustees (other than Mr.&nbsp;Kittredge) also serves as a trustee of certain investment
companies (together, the &#147;Allianz-Managed Funds&#148;), for which Allianz Global Investors U.S. LLC (&#147;AllianzGI U.S.&#148;), an affiliate of PIMCO, serves as investment&nbsp;manager. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds pay no compensation directly to any Trustee or any other officer who is affiliated with the Manager, all
of whom receive remuneration for their services to the Funds from the Manager or its&nbsp;affiliates. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="3">10. RELATED PARTY TRANSACTIONS </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Manager is a related party. Fees payable to this party are disclosed in Note 9, Fees and Expenses, and the accrued related party fee amounts are disclosed on the Statements of Assets
and&nbsp;Liabilities. </FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Certain Funds are permitted to purchase or sell securities from or to
certain related affiliated funds under specified conditions outlined in procedures adopted by the Board. The procedures have been designed to ensure that any purchase or sale of securities by the Funds from or to another fund or portfolio that are,
or could be, considered an affiliate, or an affiliate of an affiliate, by virtue of having a common investment adviser (or affiliated investment advisers), common Trustees and/or common officers complies with Rule
<FONT STYLE="white-space:nowrap">17a-7</FONT> under the Act. Further, as defined under the procedures, each transaction is effected at the current market price. Purchases and sales of securities pursuant to Rule
<FONT STYLE="white-space:nowrap">17a-7</FONT> under the Act for the period ended June&nbsp;30, 2020, were as follows (amounts in&nbsp;thousands</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">): </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="64%"></TD>

<TD VALIGN="bottom" WIDTH="7%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="7%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fund Name</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Sales</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,337</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,131</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">285</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">34,654</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,346</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">36,653</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">753</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">37,950</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;&nbsp;&nbsp;28,909</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;&nbsp;&nbsp;724,618</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,554</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">254,178</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">11. GUARANTEES AND INDEMNIFICATIONS </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Under the organizational documents of
PIMCO Global StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income Fund, PIMCO
Income Opportunity Fund, PIMCO Dynamic Credit and Mortgage Income Fund and PIMCO Dynamic Income Fund, each Trustee and officer is indemnified, to the extent permitted by the Act, against certain liabilities that may arise out of performance of their
duties to the Funds. Under the organizational documents of PCM Fund, Inc., and PIMCO Strategic Income Fund, Inc., each Director and officer is indemnified to the fullest extent permitted by Maryland law and the Act. For PCM Fund, Inc., employees and
agents of the Fund are indemnified to the maximum extent permitted by Maryland Law and the Act. For PIMCO Strategic Income Fund, Inc., employees and agents of the Fund may be indemnified to the extent determined by the Board and subject to the
limitations of the Act. Additionally, in the normal course of business, the Funds enter into contracts that contain a variety of indemnification clauses. The Funds&#146; maximum exposure under these arrangements is unknown as this would involve
future claims that may be made against the Funds that have not yet occurred. However, the Funds have not had prior claims or losses pursuant to these&nbsp;contracts. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">12. PURCHASES AND SALES OF SECURITIES </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The length of time a Fund has held a particular security is not
generally a consideration in investment decisions. A change in the securities held by a Fund is known as &#147;portfolio turnover.&#148; Each Fund may engage in frequent and active trading of portfolio securities to achieve its investment objective,
particularly during periods of volatile market movements. High portfolio turnover may involve correspondingly
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>130</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">greater transaction costs, including brokerage commissions or dealer <FONT
STYLE="white-space:nowrap">mark-ups</FONT> and other transaction costs on the sale of securities and reinvestments in other securities, which are borne by the Fund. Such sales may also result in realization of taxable capital gains, including
short-term capital gains (which are generally taxed at ordinary income
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
tax rates when distributed to shareholders). The transaction costs associated with portfolio turnover may adversely affect a Fund&#146;s performance. The portfolio turnover rates are reported in
the Financial&nbsp;Highlights. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchases and sales of securities (excluding short-term investments) for the period ended June&nbsp;30, 2020, were as follows (amounts in&nbsp;thousands</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">): </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="48%"></TD>

<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="4" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. Government/Agency</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>All Other</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="5"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="4"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fund Name</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchases</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Sales</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchases</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Sales</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 21,145</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 10,293</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">39,687</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">16,988</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">580,823</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">578,849</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">46,189</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">54,332</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">17,527</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,166</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">311,797</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">109,474</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;6,038,484</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;6,130,845</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">80,180</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">111,519</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">129,210</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">98,154</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;1,241,119</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;1,485,411</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,053</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15,255</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">638,358</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">494,987</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">13. COMMON SHARES OFFERING </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PCM Fund, Inc. has the authority to issue
300&nbsp;million shares of $0.001 par value common stock. PIMCO Strategic Income Fund, Inc. has the authority to issue 500&nbsp;million shares of $0.00001 par value common stock. PIMCO Global StocksPLUS<FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income Fund, PIMCO Income Opportunity Fund, PIMCO
Dynamic Credit and Mortgage Income Fund and PIMCO Dynamic Income Fund have authorized an unlimited number of Common Shares at a par value of $0.00001 per&nbsp;share. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">On March&nbsp;23, 2017, the SEC declared effective a
registration statement filed using the &#147;shelf&#148; registration process for PIMCO Dynamic Income Fund (the &#147;Original PDI Shelf Registration&#148;). Pursuant to the Original PDI Shelf Registration, PIMCO Dynamic Income Fund was permitted
to offer and sell, from time to time, in one or more offerings, up to 9,500,000 of its Common Shares, par value $0.00001 per share. The aggregate sale proceeds for the sales of the PIMCO Dynamic Income Fund Common Shares were subject to an aggregate
cap of $275,685,250. As of September&nbsp;30, 2019, the Fund had sold an aggregate of 8,903,586 Common Shares pursuant to the Original PDI Shelf Registration, representing net proceeds to the Fund of $272,643,809 after payment of commissions. On
November&nbsp;6, 2019, the SEC declared effective a new registration statement filed using the &#147;shelf&#148; registration process for PIMCO Dynamic Income Fund (the &#147;New PDI Shelf Registration&#148;). Pursuant to the New PDI Shelf
Registration, PIMCO Dynamic Income Fund may offer and sell, from time to time, in one or more offerings, up to $560,000,000 of its Common Shares, par value $0.00001 per share. The Fund may not sell any Common Shares at a price below the NAV of such
Common Shares, exclusive of any distributing commission or discount. Sales of the Common Shares, if any, may be made in negotiated transactions or transactions that are deemed to be &#147;at the market&#148;, including sales made directly on the
NYSE or sales made to or through a market maker other than on an exchange, at prices related to the prevailing market prices or at negotiated&nbsp;prices.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">On July&nbsp;6, 2018, the SEC declared effective a registration statement filed using the
&#147;shelf&#148; registration process for PIMCO Income Opportunity Fund (the &#147;Original PKO Shelf Registration&#148;). Pursuant to the Original PKO Shelf Registration, PIMCO Income Opportunity Fund was permitted to offer and sell, from time to
time, in one or more offerings, up to 3,000,000 of its Common Shares, par value $0.00001 per share. The aggregate sale proceeds for the sales of the PIMCO Income Opportunity Fund Common Shares were subject to an aggregate cap of $85,000,000. As of
January 24, 2020, the Fund had sold an aggregate of 2,886,905 Common Shares pursuant to the Original PKO Shelf Registration, representing net proceeds to the Fund of $77,139,459 after payment of commissions. On January&nbsp;24, 2020, the SEC
declared effective a new registration statement filed using the &#147;shelf&#148; registration process for PIMCO Income Opportunity Fund (the &#147;New PKO Shelf Registration&#148;). Pursuant to the New PKO Shelf Registration, PIMCO Income
Opportunity Fund may offer and sell, from time to time, in one or more offerings, up to $200,000,000 of its Common Shares, par value $0.00001 per share. The Fund may not sell any Common Shares at a price below the NAV of such Common Shares,
exclusive of any distributing commission or discount. Sales of the Common Shares, if any, may be made in negotiated transactions or transactions that are deemed to be &#147;at the market&#148;, including sales made directly on the NYSE or sales made
to or through a market maker other than on an exchange, at prices related to the prevailing market prices or at negotiated&nbsp;prices. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">On December&nbsp;4, 2019, the SEC declared effective a registration statement filed using the &#147;shelf&#148; registration process for
PIMCO Dynamic Credit and Mortgage Income Fund. Pursuant to the shelf registration, PIMCO Dynamic Credit and Mortgage Income Fund may offer and sell, from time to time, in one or more offerings, up to $1,000,000,000 of its Common Shares, par value
$0.00001 per share. The Fund may not sell any Common Shares at a price below the NAV of such Common Shares, exclusive of any distributing commission or
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>131</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
discount. Sales of the Common Shares, if any, may be made in negotiated transactions or transactions that are deemed to be &#147;at the market&#148;, including sales made directly on the NYSE or
sales made to or
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
through a market maker other than on an exchange, at prices related to the prevailing market prices or at negotiated&nbsp;prices.
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Proceeds from the offerings (net of commissions and fees) during the period ended June&nbsp;30, 2020 were as follows (amounts in&nbsp;thousands</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">): </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="51%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Period Ended<BR>June 30, 2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Period Ended<BR>June 30, 2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Shares</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Shares</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,383,320</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">98,000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,701,693</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;54,997</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,364,424</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">62,012</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,250,126</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">33,003</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,769,137</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;128,637</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">14. BASIS FOR CONSOLIDATION </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PCILS I LLC and PDILS I LLC (each a &#147;Subsidiary&#148; and,
collectively, the &#147;Subsidiaries&#148;), both Delaware LLC exempted companies, were formed as wholly owned subsidiaries acting as investment vehicles for PIMCO Dynamic Credit and Mortgage Income Fund and PIMCO Dynamic Income Fund (for purposes
of this section, each a &#147;Fund&#148; and, collectively, the &#147;Funds&#148;), respectively, in order to effect certain investments consistent with each Fund&#146;s objectives and policies in effect from time to time. PIMCO Dynamic Income
Credit and Mortgage Fund&#146;s and PIMCO Dynamic Income Fund&#146;s investment portfolios have been consolidated and include the portfolio holdings of each Fund&#146;s respective Subsidiary. Accordingly, the consolidated financial statements for
each Fund include the accounts of each Fund&#146;s respective subsidiary. All inter-company transactions and balances have been eliminated. This structure was established so that certain loans could be held by a separate legal entity from the Funds.
See the table below for details regarding the structure, incorporation and relationship as of period end of the&nbsp;Subsidiaries. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD></TD>

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Subsidiary</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Date of<BR>Formation</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Subsidiary&nbsp;%&nbsp;of&nbsp;Consolidated<BR>Portfolio Net&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


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<TD HEIGHT="1"></TD>
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<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCILS I LLC</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">03/07/2013</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PDILS I LLC</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">03/12/2013</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.4%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">15. REGULATORY AND LITIGATION MATTERS </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds are not named as defendants in any material
litigation or arbitration proceedings and are not aware of any material litigation or claim pending or threatened against&nbsp;them. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The foregoing speaks only as of the date of this&nbsp;report. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">16. FEDERAL INCOME TAX MATTERS </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Each Fund intends to qualify as a regulated investment company
under Subchapter M of the Internal Revenue Code (the &#147;Code&#148;) and distribute all of its taxable income and net realized gains, if applicable, to shareholders. Accordingly, no provision for Federal income taxes has been&nbsp;made.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A Fund may be subject to local withholding taxes,
including those imposed on realized capital gains. Any applicable foreign capital gains
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
tax is accrued daily based upon net unrealized gains, and may be payable following the sale of any applicable&nbsp;investments. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In accordance with U.S. GAAP, the Manager has reviewed the Funds&#146; tax positions for all open tax years. As of
June&nbsp;30, 2020, the Funds have recorded no liability for net unrecognized tax benefits relating to uncertain income tax positions they have taken or expect to take in future tax&nbsp;returns. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds file U.S. federal, state, and local tax returns as
required. The Funds&#146; 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&nbsp;taxes.
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As of June&nbsp;30, 2020, the components of distributable taxable earnings are as follows (amounts in thousands</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">): </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="41%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Undistributed<BR>Ordinary<BR>Income<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Undistributed<BR>Long-Term<BR>Capital Gains</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Tax Basis<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Other<BR><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Book-to-Tax</FONT></FONT><BR>Accounting
<BR>Differences<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Accumulated<BR>Capital<BR>Losses<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B>
</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Qualified<BR><FONT STYLE="white-space:nowrap">Late-Year</FONT><BR>Loss<BR>Deferral -<BR>Capital<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Qualified<BR>Late-Year<BR>Loss<BR>Deferral -<BR>Ordinary<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(6)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4,082</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(930</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(7,673</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(16,445</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(758</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(33,468</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(28,668</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3,595</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(12,572</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(1,485</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(28,108</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,241</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(52,850</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(368,969</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(25,174</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(400,301</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;5,316</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(91,840</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(13,404</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(69,857</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>132</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes undistributed short-term capital gains, if any. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Adjusted for open wash sale loss deferrals and the accelerated recognition of unrealized gain or loss on certain futures, options and
forward contracts for federal income tax purposes. Also adjusted for differences between book and tax realized and unrealized gain (loss) on swap contracts, partnership adjustments, passive foreign investment companies (PFICs), convertible preferred
securities, straddle loss deferrals, Lehman securities, defaulted securities, Real Estate Investment Trusts (REITs) and Grantor Trust Adjustments. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3</SUP>)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Represents differences in income tax regulations and financial accounting principles generally accepted in the United States of America,
mainly for distributions payable at fiscal <FONT STYLE="white-space:nowrap">year-end.</FONT> </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Capital losses available to offset future net capital gains expire in varying amounts as shown below. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Capital losses realized during the period November&nbsp;1, 2019 through June&nbsp;30, 2020 which the Funds elected to defer to the
following taxable year pursuant to income tax regulations. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(6)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Specified losses realized during the period November&nbsp;1, 2019 through June&nbsp;30, 2020 and Ordinary losses realized during the
period January&nbsp;1, 2020 through June&nbsp;30, 2020, which the Funds elected to defer to the following taxable year pursuant to income tax regulations. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Under the Regulated Investment Company Modernization Act of
2010, a fund is permitted to carry forward any new capital losses for an unlimited period. Additionally, such capital losses that are carried forward will retain their character as either short-term or long-term capital losses rather than being
considered all short-term under previous law. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As of June&nbsp;30, 2020, the Funds had the following post-effective capital losses with no expiration (amounts in thousands</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">): </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="62%"></TD>

<TD VALIGN="bottom" WIDTH="8%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">Short-Term</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">Long-Term</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,230</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6,443</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">29,359</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,109</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,318</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11,254</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6,979</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">45,871</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;163,910</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;236,391</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">63,733</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6,124</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As of June&nbsp;30, 2020, the aggregate
cost and the net unrealized appreciation/(depreciation) of investments for federal income tax purposes are as follows (amounts in thousands</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">): </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="42%"></TD>

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Federal Tax<BR>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(7)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">187,283</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">18,588</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(22,669</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4,081</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">172,028</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15,941</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(32,387</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(16,446</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">734,601</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">63,241</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(92,135</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(28,894</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">848,033</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">33,788</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(62,295</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(28,507</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;5,245,853</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;366,222</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(739,023</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(372,801</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,440,995</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">264,948</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(356,768</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(91,820</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(7)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Primary differences, if any, between book and tax net unrealized appreciation/(depreciation) on investments are attributable to open wash
sale loss deferrals, passive foreign investment companies (PFICs), defaulted securities, OGX, Real Estate Investment Trusts (REITs), Grantor Trust Adjustments, convertible preferred securities, unrealized gain or loss on certain futures, options and
forward contracts, realized and unrealized gain (loss) swap contracts, straddle loss deferrals, Lehman securities, and partnership adjustments. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For the fiscal years ended June&nbsp;30,
2020 and June&nbsp;30, 2019, respectively, the Funds made the following tax basis distributions (amounts in thousands</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">): </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

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<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="10" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>June&nbsp;30, 2020</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="10" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>June&nbsp;30, 2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" ROWSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ordinary<BR>Income<BR>Distributions<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(8)</SUP></B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Long-Term<BR>Capital Gain<BR>Distributions</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Return&nbsp;of<BR>Capital<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(9)</SUP></B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ordinary<BR>Income<BR>Distributions<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(8)</SUP></B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Long-Term<BR>Capital Gain<BR>Distributions</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Return&nbsp;of<BR>Capital<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(9)</SUP></B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11,065</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">84</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11,126</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,331</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,722</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12,972</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,969</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">41,536</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;&nbsp;&nbsp;2,062</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">41,656</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">21,580</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;&nbsp;&nbsp;10,058</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26,420</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;&nbsp;&nbsp;9,531</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">334,731</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">20,510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;&nbsp;&nbsp;318,577</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;&nbsp;&nbsp;177,934</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">176,938</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(8)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes short-term capital gains distributed, if any. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(9)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A portion of the distributions made represents a tax return of capital. Return of capital distributions have been reclassified from
undistributed net investment income to <FONT STYLE="white-space:nowrap">paid-in</FONT> capital to more appropriately conform financial accounting to tax accounting. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>133</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2020 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For tax years ending before July&nbsp;1, 2018, RCS accounted for mortgage dollar rolls as
financing transactions, such that the Fund treated the difference between the selling price and future purchase price on a mortgage dollar roll as interest income for U.S. federal income tax purposes. On July&nbsp;18, 2019, the IRS granted RCS&#146;
application for a change in accounting method for mortgage dollar rolls. Accordingly, for tax years ending after June&nbsp;30, 2018, RCS accounts for mortgage dollar rolls as sales or exchanges for U.S. federal income tax&nbsp;purposes. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund&#146;s treatment of mortgage dollar rolls for U.S.
federal income tax purposes determines the character and source of the Fund&#146;s distributions relating to income earned thereon. Treatment of mortgage dollar rolls as financing transactions may increase the amount of distributions received by
Fund shareholders, or may increase the portion thereof that is taxed as ordinary income, and cause shareholders to be taxed on distributions that effectively represent a return of the shareholder&#146;s investment therein. As a result of the change
in accounting method granted by the IRS, for tax years ending after June&nbsp;30, 2018, the Fund expects that any gain or loss it recognizes on mortgage dollar rolls will generally be treated as short-term capital gain or loss, as applicable. Any
such short-term capital gains for a taxable year will be offset by the Fund&#146;s capital losses for such year, and any available capital loss carryforwards. The application of sale or exchange treatment to mortgage dollar rolls may therefore
increase the portion of the Fund&#146;s distributions to shareholders that are treated as returns of capital for U.S. federal income tax purposes, or lead the Fund to decrease its distributions to reduce or avoid returns of&nbsp;capital. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The U.S. federal income tax rules governing the treatment of
mortgage dollar roll transactions are complex, and the proper treatment of such transactions is uncertain. If the IRS were to challenge or recharacterize RCS&#146;s treatment of mortgage dollar rolls successfully, it would affect the amount, timing
and character of distributions received by the Fund&#146;s shareholders. A taxpayer requesting a voluntary accounting method change generally receives audit protection for all taxable years prior to the year of change with respect to the item that
is being changed. Because the IRS has approved the Fund&#146;s requested change in accounting method for mortgage dollar rolls, the IRS will not, subject to certain exceptions that the Fund does not expect to apply, challenge or recharacterize the
Fund&#146;s treatment of mortgage dollar rolls as financing transactions for taxable years ending before July&nbsp;1,&nbsp;2018. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">17. SUBSEQUENT EVENTS </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In preparing these financial statements, the Funds&#146; management has evaluated events and transactions for potential recognition or disclosure through the date the financial statements
were&nbsp;issued. </FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">On July 1, 2020, the following distributions were declared to common shareholders payable
August 3, 2020 to shareholders of record on July&nbsp;13,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="60%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0.080000&nbsp;per&nbsp;common&nbsp;share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.069000 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.190000 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.051000 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.174000 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.220500 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">On August 3, 2020, the following
distributions were declared to common shareholders payable September 1, 2020 to shareholders of record on August 13,&nbsp;2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="60%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;&nbsp;0.080000&nbsp;per&nbsp;common&nbsp;share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 0.069000 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 0.190000 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 0.051000 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 0.174000 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 0.220500 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">There were no other subsequent
events identified that require recognition or&nbsp;disclosure. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>134</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_13"></A>Report of Independent Registered Public Accounting Firm </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">To the Board of Directors/Trustees and Shareholders of PCM Fund, Inc., PIMCO
Global StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="2"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income Fund, PIMCO Income Opportunity Fund,
PIMCO Strategic Income Fund, Inc., PIMCO Dynamic Credit and Mortgage Income Fund and PIMCO Dynamic Income Fund </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2"><B>Opinions on the Financial Statements </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of PCM Fund, Inc., PIMCO Global StocksPLUS<FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income Fund, PIMCO Income Opportunity Fund, PIMCO
Strategic Income Fund, Inc., PIMCO Dynamic Credit and Mortgage Income Fund and PIMCO Dynamic Income Fund (hereafter collectively referred to as the &#147;Funds&#148;) as of June&nbsp;30, 2020, the related statements of operations and cash flows for
the year ended June&nbsp;30, 2020, the statements of changes in net assets for each of the two years in the period ended June&nbsp;30, 2020, including the related notes, and the financial highlights for each of the five years in the period ended
June&nbsp;30, 2020 (collectively referred to as the &#147;financial statements&#148;). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds as of June&nbsp;30, 2020, the
results of each of their operations and each of their cash flows for the year then ended, the changes in each of their net assets for each of the two years in the period ended June&nbsp;30, 2020 and each of the financial highlights for each of the
five years in the period ended June&nbsp;30, 2020 in conformity with accounting principles generally accepted in the United States of America. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Basis for Opinions </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">These financial statements are the responsibility of the Funds&#146; management. Our responsibility is to express an opinion on the
Funds&#146; financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Funds in accordance
with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and
perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or&nbsp;fraud. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or
fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting
principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of June&nbsp;30, 2020 by correspondence with the
custodian, brokers and agent banks; when replies were not received from brokers or agent banks, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">/s/ PricewaterhouseCoopers LLP </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Kansas City, Missouri </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">August&nbsp;25, 2020 </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">We have served as the auditor of one or more investment companies in PIMCO Taxable <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds
since 1995. </FONT></P>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
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<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>135</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_14"></A>Glossary: <FONT STYLE="font-family:Arial Narrow" SIZE="1">(abbreviations that may
be used in the preceding statements)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD HEIGHT="8" COLSPAN="11"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="11" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Counterparty Abbreviations:</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AZD</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Australia and New Zealand Banking Group</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DUB</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Deutsche Bank AG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MYC</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Morgan Stanley Capital Services LLC</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BCY</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Barclays Capital, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>FAR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Wells Fargo Bank National Association</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MYI</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Morgan Stanley&nbsp;&amp; Co. International PLC</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BNY</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Bank of New York Mellon</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>FBF</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Credit Suisse International</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MZF</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Mizuho Securities USA</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BOA</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Bank of America N.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>FICC</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fixed Income Clearing Corporation</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NOM</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Nomura Securities International Inc.</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BOS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BofA Securities, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>FOB</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Credit Suisse Securities (USA) LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RBC</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Royal Bank of Canada</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BPS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BNP Paribas S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GLM</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Goldman Sachs Bank USA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RCY</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Royal Bank of Canada</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BRC</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Barclays Bank PLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSC</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Goldman Sachs&nbsp;&amp; Co. LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RTA</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RBC (Barbados) Trading Bank Corp.</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BYR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The Bank of Nova Scotia</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GST</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Goldman Sachs International</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SAL</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Citigroup Global Markets, Inc.</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBK</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Citibank N.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HUS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HSBC Bank USA N.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SBI</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Citigroup Global Markets Ltd.</FONT></P></TD></TR>
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<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CDC</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Natixis Securities Americas LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IND</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Cr&eacute;dit Agricole Corporate and Investment Bank&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SCX</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Standard Chartered Bank, London</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CEW</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Canadian Imperial Bank of Commerce</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JML</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JP Morgan Securities Plc</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SOG</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Societe Generale Paris</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
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<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
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<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CFR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Credit Suisse Securities (Europe) Ltd.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPM</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JP Morgan Chase Bank N.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SSB</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">State Street Bank and Trust Co.</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CIB</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Canadian Imperial Bank of Commerce</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">J.P. Morgan Securities LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TDM</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TD Securities (USA) LLC</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
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<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CSG</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Credit Suisse AG Cayman</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MBC</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HSBC Bank Plc</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UAG</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS AG Stamford</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DBL</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Deutsche Bank AG London</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MEI</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Merrill Lynch International</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UBS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS Securities LLC</FONT></P></TD></TR>
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<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DEU</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Deutsche Bank Securities, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MSB</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Morgan Stanley Bank, N.A</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="11"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="11" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Currency Abbreviations:</B></FONT></P></TD></TR>
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<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
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<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ARS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Argentine Peso</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EUR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Euro</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MXN</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Mexican Peso</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AUD</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Australian Dollar</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GBP</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">British Pound</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NZD</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">New Zealand Dollar</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BRL</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Brazilian Real</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IDR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Indonesian Rupiah</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PEN</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Peruvian New Sol</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CAD</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Canadian Dollar</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>INR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Indian Rupee</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RUB</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Russian Ruble</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CLP</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Chilean Peso</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPY</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Japanese Yen</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>USD&nbsp;(or&nbsp;$)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">United States Dollar</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="11"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="11" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Exchange Abbreviations:</B></FONT></P></TD></TR>
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<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CME</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Chicago Mercantile Exchange</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>OTC</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the Counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="11"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="11" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Index/Spread Abbreviations:</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
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<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
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<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ABX.HE</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed Securities Index - Home Equity</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LIBOR03M</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3 Month <FONT STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>S&amp;P 500</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Standard&nbsp;&amp; Poor&#146;s 500 Index</FONT></P></TD></TR>
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<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BADLARPP</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Argentina Badlar Floating Rate Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NDDUEAFE</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MSCI EAFE Index</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SONIO</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sterling Overnight Interbank Average Rate</FONT></P></TD></TR>
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<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
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<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BP0003M</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3 Month <FONT STYLE="white-space:nowrap">GBP-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PRIME</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Daily US Prime Rate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>US0003M</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3 Month USD Swap Rate</FONT></P></TD></TR>
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<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
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<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EUR003M</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3 Month EUR Swap Rate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="11"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="11" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Other Abbreviations:</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
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<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ABS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed Security</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBO</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Collateralized Bond Obligation</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>OIS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Overnight Index Swap</FONT></P></TD></TR>
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<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ADR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">American Depositary Receipt</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CDI</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Brazil Interbank Deposit Rate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PIK</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Payment-in-Kind</FONT></FONT></FONT></P></TD></TR>

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<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
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<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AID</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Agency International Development</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CDO</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Collateralized Debt Obligation</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>REMIC</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate Mortgage Investment Conduit</FONT></P></TD></TR>
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<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
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<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ALT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Alternate Loan Trust</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CLO</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Collateralized Loan Obligation</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SP - ADR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sponsored American Depositary Receipt</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
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<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BABs</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Build America Bonds</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DAC</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Designated Activity Company</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TBA</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">To-Be-Announced</FONT></FONT></FONT></P></TD></TR>

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<TD HEIGHT="1" COLSPAN="2"></TD></TR>
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<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BBR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Bank Bill Rate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EURIBOR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Euro Interbank Offered Rate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TBD</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">To-Be-Determined</FONT></FONT></FONT></P></TD></TR>
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<TD HEIGHT="1" COLSPAN="2"></TD></TR>
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<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BBSW</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Bank Bill Swap Reference Rate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LIBOR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">London Interbank Offered Rate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TBD%</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Interest rate to be determined when loan settles or at the time of funding</FONT></P></TD></TR>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>136</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_15"></A>Federal Income Tax Information </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As required by the Internal Revenue Code (&#147;Code&#148;) and
Treasury Regulations, if applicable, shareholders must be notified within 60 days of the Funds&#146; fiscal year end regarding the status of qualified dividend income and the dividend received deduction. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Dividend Received Deduction.</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Corporate shareholders are generally entitled to take the dividend received deduction on the portion of a Funds&#146; dividend distribution that qualifies under tax law. The
percentage of the following Funds&#146; Fiscal 2020 ordinary income dividend that qualifies for the corporate dividend received deduction is set forth below: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Qualified Dividend Income.</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Under the Jobs and Growth Tax
Relief Reconciliation Act of 2003, the following percentage of ordinary dividends paid during the fiscal year ended June&nbsp;30, 2020 was designated as &#145;qualified dividend income&#146; as defined in the Jobs and Growth Tax Relief
Reconciliation Act of 2003 subject to reduced tax rates in 2020: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Qualified Interest Income and Qualified Short-Term Capital Gain (for <FONT STYLE="white-space:nowrap">non-U.S.</FONT> resident shareholders only).</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Under the American Jobs Creation Act of 2004, the following amounts of ordinary dividends paid during the fiscal year ended June&nbsp;30, 2020 are considered to be derived from
&#147;qualified interest income,&#148; as defined in Section&nbsp;871(k)(1)(E) of the Code, and therefore are designated as interest-related dividends, as defined in Section&nbsp;871(k)(1)(C) of the Code. Further, the following amounts of ordinary
dividends paid during the fiscal year ended June&nbsp;30, 2020 are considered to be derived from &#147;qualified short-term capital gain,&#148; as defined in Section&nbsp;871(k)(2)(D) of the Code, and therefore are designated as qualified short-term
gain dividends, as defined by Section&nbsp;871(k)(2)(C) of the Code. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Dividend<BR>Received<BR>Deduction<BR>%</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Qualified<BR>Dividend<BR>Income<BR>%</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Qualified<BR>Interest<BR>Income<BR>(000s<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;
</SUP>)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Qualified<BR><FONT STYLE="white-space:nowrap">Short-Term</FONT><BR>Capital&nbsp;Gain<BR>(000s<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.04%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,207</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,424</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">21,815</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">21,580</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;&nbsp;&nbsp;181,089</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">98,575</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP><B></B>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Shareholders are advised to consult their own tax advisor with
respect to the tax consequences of their investment in the Trust. In January 2021, you will be advised on IRS Form <FONT STYLE="white-space:nowrap">1099-DIV</FONT> as to the federal tax status of the dividends and distributions received by you in
calendar year 2020. </FONT></P>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>137</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_15a"></A>Distribution Information </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For purposes of Section&nbsp;19 of the Investment Company Act of
1940 (the &#147;Act&#148;), the Funds estimated the periodic sources of any dividends paid during the period covered by this report in accordance with good accounting practice. Pursuant to Rule <FONT STYLE="white-space:nowrap">19a-1(e)</FONT> under
the Act, the table below sets forth the actual source information for dividends paid during the fiscal period ended June&nbsp;30, 2020 calculated as of each distribution period pursuant to Section&nbsp;19 of the Act. The information below is not
provided for U.S. federal income tax reporting purposes. The tax character of all dividends and distributions is reported on Form <FONT STYLE="white-space:nowrap">1099-DIV</FONT> (for shareholders who receive U.S. federal tax reporting) at the end
of each calendar year. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="40%"></TD>

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCM Fund, Inc.</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Investment<BR>Income*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Realized<BR>Capital&nbsp;Gains*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">Paid-in&nbsp;Surplus&nbsp;or</FONT><BR>Other
Capital<BR>Sources**</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total&nbsp;(per<BR>common&nbsp;share)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">January 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">February 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">March 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">April 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">May 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income
Fund</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Investment<BR>Income*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Realized<BR>Capital Gains*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">Paid-in</FONT> Surplus or<BR>Other Capital<BR>Sources**</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total&nbsp;(per<BR>common share)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">January 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0939</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0939</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">February 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0939</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0939</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">March 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0939</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0939</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">April 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0939</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0939</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">May 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0939</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0939</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0690</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0690</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Income Opportunity Fund</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Investment<BR>Income*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Realized<BR>Capital Gains*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">Paid-in</FONT> Surplus or<BR>Other Capital<BR>Sources**</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total&nbsp;(per<BR>common share)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">January 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">February 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">March 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">April 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">May 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1900</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Strategic Income Fund, Inc.</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Investment<BR>Income*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Realized<BR>Capital Gains*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">Paid-in</FONT> Surplus or<BR>Other Capital<BR>Sources**</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total&nbsp;(per<BR>common&nbsp;share)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">January 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0612</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0612</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">February 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0612</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0612</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">March 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0612</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0612</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">April 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0612</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0612</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">May 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0612</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0612</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Dynamic Credit and Mortgage Income Fund</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Investment<BR>Income*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Realized<BR>Capital Gains*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">Paid-in</FONT> Surplus or<BR>Other Capital<BR>Sources**</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total&nbsp;(per<BR>common share)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">January 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">February 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">March 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">April 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">May 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.1740</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>138</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="40%"></TD>

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="padding-bottom:2pt ;"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Dynamic Income Fund</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="padding-bottom:2pt ;BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Investment<BR>Income*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="padding-bottom:2pt ;BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Realized<BR>Capital&nbsp;Gains*</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="padding-bottom:2pt ;BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">Paid-in&nbsp;Surplus&nbsp;or</FONT><BR>Other&nbsp;
Capital<BR>Sources**</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="padding-bottom:2pt ;BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total&nbsp;(per<BR>common&nbsp;share)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">January 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0.2205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0.2205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">February 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.2205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.2205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">March 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.2205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.2205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">April 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.2205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.2205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">May 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.2205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.2205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June 2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.2205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.0000</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.2205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">*</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The source of dividends provided in the table differs, in some respects, from information presented in this report prepared in
accordance with generally accepted accounting principles, or U.S. GAAP. For example, net earnings from certain interest rate swap contracts are included as a source of net investment income for purposes of Section&nbsp;19(a). Accordingly, the
information in the table may differ from information in the accompanying financial statements that are presented on the basis of U.S. GAAP and may differ from tax information presented in the footnotes. Amounts shown may include accumulated, as well
as fiscal period net income and net profits. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">**</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Occurs when a fund distributes an amount greater than its accumulated net income and net profits. Amounts are not reflective of a
fund&#146;s net income, yield, earnings or investment&nbsp;performance. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>139</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_16"></A>Shareholder Meeting Results </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PIMCO Income Opportunity Fund, PCM Fund, Inc. and PIMCO Dynamic
Credit and Mortgage Income Fund held their annual meetings of shareholders on April&nbsp;27, 2020. Shareholders voted as indicated below: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PIMCO Income Opportunity Fund </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Common shareholders voted as indicated below: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="83%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Affirmative</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Withheld<BR>Authority</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of Deborah A. DeCotis &#151; Class&nbsp;III to serve until the annual meeting held
during the 2023 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15,270,651</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">417,862</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of David N. Fisher<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP> &#151; Class&nbsp;III to serve until the annual meeting held during the 2023 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15,325,404</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">363,109</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of Alan Rappaport &#151; Class&nbsp;III to serve until the annual meeting held
during the 2023 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15,283,915</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">404,598</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The other members of the Board
of Trustees at the time of the meeting, namely, Ms.&nbsp;Cogan and Messrs. James A. Jacobson, Hans W. Kertess, John&nbsp;C. Maney and William B. Ogden, IV,&nbsp;continued to serve as Trustees of the Fund. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Interested Trustee </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PCM Fund, Inc. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Common shareholders voted as indicated below: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="83%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Affirmative</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Withheld<BR>Authority</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of David N. Fisher<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP> &#151; Class&nbsp;II to serve until the annual meeting held during the 2023 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,177,437</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">292,689</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of William B. Ogden, IV &#151; Class&nbsp;II to serve until the annual meeting held
during the 2023 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,156,245</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">313,881</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of Hans W. Kertess &#151; Class&nbsp;II to serve until the annual meeting held
during the 2023 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,118,686</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">351,440</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The other members of the Board
of Trustees at the time of the meeting, namely, Mses.&nbsp;Cogan and DeCotis and Messrs. James A. Jacobson, John C. Maney and Alan Rappaport,&nbsp;continued to serve as Trustees of the Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT
SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Interested Trustee </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PIMCO Dynamic Credit and Mortgage Income Fund </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Common shareholders voted as indicated below: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="81%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Affirmative</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Withheld<BR>Authority</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of Hans W. Kertess &#151; Class&nbsp;I to serve until the annual meeting held
during the 2023 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">113,778,289</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,373,655</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of John C.
Maney<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP> &#151; Class&nbsp;I to serve until the annual meeting held during the 2023 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">113,512,259</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,639,685</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of Alan Rappaport &#151; Class&nbsp;I to serve until the annual meeting held during
the 2023 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">113,705,972</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,445,972</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The other members of the Board
of Trustees at the time of the meeting, namely, Mses.&nbsp;Cogan and DeCotis and Messrs. James A. Jacobson, David N. Fisher and William B. Ogden, IV,&nbsp;continued to serve as Trustees of the Fund. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Interested Trustee </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">Annual Shareholder Meeting Results </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PIMCO Strategic Income Fund, Inc., PIMCO Global StocksPLUS&nbsp;&amp; Income Fund and PIMCO Dynamic Income Fund held their annual meetings of
shareholders on June&nbsp;29, 2020. </FONT></P>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>140</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited)
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PIMCO Strategic Income Fund, Inc. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Common shareholders voted as indicated below: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="82%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Affirmative</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Withheld<BR>Authority</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of James A. Jacobson &#151; Class&nbsp;II to serve until the annual meeting held
during the 2023 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32,333,066</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,748,690</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of Hans W. Kertess &#151; Class&nbsp;II to serve until the annual meeting held
during the 2023 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32,314,576</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,767,180</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of Joseph B. Kittredge, Jr. &#151; Class&nbsp;II to serve until the annual meeting
held during the 2023 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32,386,865</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,694,891</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The other members of the Board
of Trustees at the time of the meeting, namely, Mses.&nbsp;Cogan and DeCotis and Messrs. David N. Fisher, John C. Maney, William B. Ogden, IV and Alan Rappaport,&nbsp;continued to serve as Trustees of the Fund. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PIMCO Global StocksPLUS&nbsp;&amp; Income Fund </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Common shareholders voted as indicated below: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="83%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Affirmative</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Withheld<BR>Authority</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of Sarah E. Cogan &#151; Class&nbsp;III to serve until the annual meeting held
during the 2023 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8,507,839</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">779,845</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of Deborah A. DeCotis &#151; Class&nbsp;III to serve until the annual meeting held
during the 2023 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8,510,385</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">777,299</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of Alan Rappaport &#151; Class&nbsp;III to serve until the annual meeting held
during the 2023 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8,628,939</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">658,745</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of Joseph B. Kittredge, Jr. &#151; Class&nbsp;II to serve until the annual meeting
held during the 2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8,611,979</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">675,705</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The other members of the Board
of Trustees at the time of the meeting, namely, Messrs. James A. Jacobson, David N. Fisher, Hans W. Kertess, John&nbsp;C. Maney and William B. Ogden, IV,&nbsp;continued to serve as Trustees of the Fund. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PIMCO Dynamic Income Fund </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Common shareholders voted as indicated below: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="83%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Affirmative</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Withheld<BR>Authority</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of David N. Fisher<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP> &#151; Class&nbsp;II to serve until the annual meeting held during the 2023 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">47,227,888</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">835,097</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of James A. Jacobson &#151; Class&nbsp;II to serve until the annual meeting held
during the 2023 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">47,132,353</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">930,632</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of Joseph B. Kittredge, Jr. &#151; Class&nbsp;II to serve until the annual meeting
held during the 2023 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">47,134,673</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">928,312</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The other members of the Board
of Trustees at the time of the meeting, namely, Mses.&nbsp;Cogan and DeCotis and Messrs. Hans W. Kertess, John C. Maney, William B. Ogden, IV and Alan Rappaport,&nbsp;continued to serve as Trustees of the Fund. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Interested Trustee </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>141</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_17"></A>Changes to Boards of Trustees / Changes to Portfolio Managers </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">Changes to Boards of Trustees </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Effective April&nbsp;27, 2020, Ms.&nbsp;Deborah&nbsp;A.
DeCotis, who was previously a Class&nbsp;I Trustee of PIMCO Income Opportunity Fund, became a Class&nbsp;III Trustee of PIMCO Income Opportunity Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Effective May&nbsp;11, 2020, the Board of Trustees appointed Mr.&nbsp;Joseph&nbsp;B. Kittredge, Jr. to the Board as a Class&nbsp;II Trustee
of PIMCO Strategic Income Fund, Inc., PIMCO Global StocksPLUS&nbsp;&amp; Income Fund, and PIMCO Dynamic Income Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Effective June&nbsp;11, 2020, the Board of Trustees appointed Mr. Joseph B. Kittredge, Jr. to the Board as a Class&nbsp;I Trustee of PIMCO
Income Opportunity Fund, a Class&nbsp;II Trustee of PIMCO Dynamic Credit and Mortgage Income Fund, and a Class&nbsp;III Trustee of PIMCO PCM Fund, Inc. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">Changes to Portfolio Managers </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Effective April 1, 2020, Ms. Elizabeth O. MacLean resigned as a portfolio manager of PIMCO Dynamic Credit and Mortgage Income Fund.
</FONT></P>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_18"></A>Dividend Reinvestment Plan </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Each Fund has adopted a Dividend Reinvestment Plan (the &#147;Plan&#148;) which allows common
shareholders to reinvest Fund distributions in additional common shares of the Fund. American Stock Transfer&nbsp;&amp; Trust Company, LLC (the &#147;Plan Agent&#148;) serves as agent for common shareholders in administering the Plan. It is
important to note that participation in the Plan and automatic reinvestment of Fund distributions does not ensure a profit, nor does it protect against losses in a declining market. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Automatic enrollment/voluntary
participation</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Under the Plan, common shareholders whose shares are registered with the Plan Agent (&#147;registered shareholders&#148;) are automatically enrolled as
participants in the Plan and will have all Fund distributions of income, capital gains and returns of capital (together, &#147;distributions&#148;) reinvested by the Plan Agent in additional common shares of a Fund, unless the shareholder elects to
receive cash. Registered shareholders who elect not to participate in the Plan will receive all distributions in cash paid by check and mailed directly to the shareholder of record (or if the shares are held in street or other nominee name, to the
nominee) by the Plan Agent. Participation in the Plan is voluntary. Participants may terminate or resume their enrollment in the Plan at any time without penalty by notifying the Plan Agent online at www.astfinancial.com, by calling
(844)&nbsp;33-PIMCO, by writing to the Plan Agent, American Stock Transfer&nbsp;&amp; Trust Company, LLC, at P.O. Box 922, Wall Street Station, New York, NY&nbsp;10269-0560, or, as applicable, by completing and returning the transaction form
attached to a Plan statement. A proper notification will be effective immediately and apply to each Fund&#146;s next distribution if received by the Plan Agent at least three (3)&nbsp;days prior to the record date for the distribution; otherwise, a
notification will be effective shortly following the Fund&#146;s next distribution and will apply to the Fund&#146;s next succeeding distribution thereafter. If you withdraw from the Plan and so request, the Plan Agent will arrange for the sale of
your shares and send you the proceeds, minus a transaction fee and brokerage&nbsp;commissions. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">How shares are purchased under the Plan</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;For each Fund distribution, the Plan Agent will acquire common shares
for participants either (i)&nbsp;through receipt of newly issued common shares from each Fund (&#147;newly issued shares&#148;) or (ii)&nbsp;by purchasing common shares of the Fund on the open market (&#147;open market purchases&#148;). If, on a
distribution payment date, the net asset value per common share of a Fund (&#147;NAV&#148;) is equal to or less than the market price per common share plus estimated brokerage commissions (often referred to as a &#147;market premium&#148;), the Plan
Agent will invest the distribution amount on behalf of participants in newly issued shares at a price equal to the greater of (i)&nbsp;NAV or (ii)&nbsp;95% of the market price per common share on the payment date. If the NAV is greater than the
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">market price per common shares plus estimated brokerage commissions (often referred to as a
&#147;market discount&#148;) on a distribution payment date, the Plan agent will instead attempt to invest the distribution amount through open market purchases. If the Plan Agent is unable to invest the full distribution amount in open market
purchases, or if the market discount shifts to a market premium during the purchase period, the Plan Agent will invest any un-invested portion of the distribution in newly issued shares at a price equal to the greater of (i)&nbsp;NAV or
(ii)&nbsp;95% of the market price per share as of the last business day immediately prior to the purchase date (which, in either case, may be a price greater or lesser than the NAV per common shares on the distribution payment date). No interest
will be paid on distributions awaiting reinvestment. Under the Plan, the market price of common shares on a particular date is the last sales price on the exchange where the shares are listed on that date or, if there is no sale on the exchange on
that date, the mean between the closing bid and asked quotations for the shares on the exchange on that date. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The NAV per common share on a particular date is the amount calculated on that date (normally at the close of regular trading on the New York Stock Exchange) in accordance with each
Fund&#146;s then current policies. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Fees and
expenses</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;No brokerage charges are imposed on reinvestments in newly issued shares under the Plan. However, all participants will pay a pro rata share of brokerage
commissions incurred by the Plan Agent when it makes open market purchases. There are currently no direct service charges imposed on participants in the Plan, although each Fund reserves the right to amend the Plan to include such charges. The Plan
Agent imposes a transaction fee (in addition to brokerage commissions that are incurred) if it arranges for the sale of your common shares held under the Plan. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Shares held through nominees</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;In the case of a registered
shareholder such as a broker, bank or other nominee (together, a &#147;nominee&#148;) that holds common shares for others who are the beneficial owners, the Plan Agent will administer the Plan on the basis of the number of common shares certified by
the nominee/record shareholder as representing the total amount registered in such shareholder&#146;s name and held for the account of beneficial owners who are to participate in the Plan. If your common shares are held through a nominee and are not
registered with the Plan Agent, neither you nor the nominee will be participants in or have distributions reinvested under the Plan. If you are a beneficial owner of common shares and wish to participate in the Plan, and your nominee is unable or
unwilling to become a registered shareholder and a Plan participant on your behalf, you may request that your nominee arrange to have all or a portion of your shares re-registered with the Plan Agent in your
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>143</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Dividend Reinvestment Plan <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">name so that you may be enrolled as a participant in the Plan.
Please contact your nominee for details or for other possible alternatives. Participants whose shares are registered with the Plan Agent in the name of one nominee firm may not be able to transfer the shares to another firm and continue to
participate in the Plan. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Tax consequences</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Automatically reinvested dividends and distributions are taxed in the same manner&nbsp;as cash dividends and distributions &#151; i.e., automatic reinvestment in additional shares
does not relieve shareholders of, or defer the need to pay, any income tax that may be payable (or that is required to be withheld) on Fund dividends and distributions. The Funds and the Plan Agent reserve the right to amend or terminate the Plan.
Additional information about the Plan, as well as a copy of the full Plan itself, may be obtained from the Plan Agent, American Stock Transfer&nbsp;&amp; Trust Company, LLC, at P.O. Box 922, Wall Street Station, New York, NY 10269-0560; telephone
number: <FONT STYLE="white-space:nowrap">(844)&nbsp;33-PIMCO;</FONT> www.astfinancial.com. </FONT></P>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_18a"></A>Additional Information Regarding the Funds </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">CHANGES OCCURRING DURING PRIOR FISCAL YEAR </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><I>The following information in this annual report is a summary
of certain changes during the most recent fiscal year. This information may not reflect all of the changes that have occurred since you purchased shares of a Fund.</I> </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Effective April 1, 2020, the PIMCO Dynamic Credit and Mortgage
Income Fund is jointly and primarily managed by Dan Ivascyn, Mark R. Kiesel and Alfred T. Murata. Additional information regarding each portfolio manager is included in the supplement dated March 30, 2020 to the Fund&#146;s Prospectus and Statement
of Additional Information. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The following principal
risk disclosure has been added with respect to each Fund: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Market Disruptions Risk </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund is subject to investment and operational risks associated with financial, economic and other global market developments and disruptions, including those arising from war, terrorism,
market manipulation, government interventions, defaults and shutdowns, political changes or diplomatic developments, public health emergencies (such as the spread of infectious diseases, pandemics and epidemics) and natural/environmental disasters,
which can all negatively impact the securities markets and cause the Fund to lose value. These events can also impair the technology and other operational systems upon which the Fund&#146;s service providers, including PIMCO as the Fund&#146;s
investment adviser, rely, and could otherwise disrupt the Fund&#146;s service providers&#146; ability to fulfill their obligations to the Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In March 2020, the U.S. Federal Reserve made two emergency interest-rate cuts, moving short-term rates to near zero, issued forward guidance
that rates will remain low until the economy weathers the <FONT STYLE="white-space:nowrap">COVID-19</FONT> crisis, and resumed quantitative easing. Additionally, Congress approved a $2 trillion stimulus package to offset the severity and duration of
a potential <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">COVID-19-related</FONT></FONT> recession. Dozens of central banks across Europe, Asia, and elsewhere announced similar economic relief packages. </FONT></P>
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>145</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_18b"></A>Principal Investment Strategies<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PCM Fund, Inc. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund will seek to achieve its investment objectives by utilizing a dynamic asset allocation strategy among multiple fixed income sectors
in the global credit markets, including corporate debt (including, among other things, fixed-, variable- and floating-rate bonds, bank loans, convertible securities and stressed debt securities issued by U.S. or foreign <FONT
STYLE="white-space:nowrap">(non-U.S.)</FONT> corporations or other business entities, including emerging market issuers), mortgage-related and other asset-backed securities, government and sovereign debt, taxable municipal bonds and other fixed-,
variable- and floating-rate income-producing securities of U.S. and foreign issuers, including emerging market issuers. The Fund may invest in investment grade debt securities and below investment grade debt securities (commonly referred to as
&#147;high yield&#148; securities or &#147;junk bonds&#148;), including securities of stressed and distressed issuers. The Fund cannot assure you that it will achieve its investment objectives, and you could lose all of your investment in the Fund.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Portfolio Management Strategies </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><I>Dynamic Allocation Strategy.</I>&nbsp;&nbsp;On behalf of the
Fund, the Fund&#146;s investment manager, Pacific Investment Management Company LLC (&#147;PIMCO&#148; or the &#147;Investment Manager&#148;), employs an active approach to allocation among multiple fixed income sectors based on, among other things,
market conditions, valuation assessments, economic outlook, credit market trends and other economic factors. With PIMCO&#146;s macroeconomic analysis as the basis for <FONT STYLE="white-space:nowrap">top-down</FONT> investment decisions, including
geographic and credit sector emphasis, the Fund focuses on seeking the best income generating investment ideas across multiple fixed income sectors, with an emphasis on seeking opportunities in developed and emerging global credit markets. PIMCO may
choose to focus on particular countries/regions (e.g., U.S. vs. foreign), asset classes, industries and sectors to the exclusion of others at any time and from time to time based on market conditions and other factors. The relative value assessment
within fixed income sectors draws on PIMCO&#146;s regional and sector specialist expertise. As a matter of fundamental policy, the Fund will normally invest at least 25% of its total assets (i.e., concentrate) in privately-issued (commonly known as <FONT
STYLE="white-space:nowrap">&#147;non-agency&#148;)</FONT> mortgage-related securities. The Fund will observe other investment guidelines as summarized below. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><I>Investment Selection Strategies.</I>&nbsp;&nbsp;Once the Fund&#146;s <FONT STYLE="white-space:nowrap">top-down,</FONT> portfolio
positioning decisions have been made as described above, PIMCO selects particular investments for the Fund by employing a <FONT STYLE="white-space:nowrap">bottom-up,</FONT> disciplined credit approach which is driven by fundamental, independent
research within each sector/asset class represented in the Fund, with a focus on identifying securities and other instruments with solid and/or improving fundamentals.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PIMCO utilizes strategies that focus on credit quality analysis, duration management and other
risk management techniques. PIMCO attempts to identify, through fundamental research driven by independent credit analysis and proprietary analytical tools, debt obligations and other income-producing securities that provide current income and/or
opportunities for capital appreciation based on its analysis of the issuer&#146;s credit characteristics and the position of the security in the issuer&#146;s capital structure. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Consideration of yield is only one component of the portfolio
managers&#146; approach in managing the Fund. PIMCO also attempts to identify investments that may appreciate in value based on PIMCO&#146;s assessment of the issuer&#146;s credit characteristics, forecast for interest rates and outlook for
particular countries/regions, currencies, industries, sectors and the global economy and bond markets&nbsp;generally. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><I>Credit Quality.</I>&nbsp;&nbsp;The Fund may invest without limit in debt instruments that are, at the time of purchase, rated below
investment grade (below Baa3 by Moody&#146;s Investors Service, Inc. (&#147;Moody&#146;s&#148;) or below <FONT STYLE="white-space:nowrap">BBB-</FONT> by either S&amp;P Global Ratings (&#147;S&amp;P&#148;) or Fitch, Inc. (&#147;Fitch&#148;)), or
unrated but determined by PIMCO to be of comparable quality, and may invest without limit in securities of any rating. Debt instruments of below investment grade quality are regarded as having predominantly speculative characteristics with respect
to capacity to pay interest and to repay principal, and are commonly referred to as &#147;high yield&#148; securities or &#147;junk bonds.&#148; Debt instruments in the lowest investment grade category also may be considered to possess some
speculative characteristics. The Fund may, for hedging, investment or leveraging purposes, make use of credit default swaps, which are contracts whereby one party makes periodic payments to a counterparty in exchange for the right to receive from
the counterparty a payment equal to the par (or other agreed-upon) value of a referenced debt obligation in the event of a default or other credit event by the issuer of the debt obligation. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><I><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Independent Credit
Analysis.</FONT></I>&nbsp;&nbsp;PIMCO relies primarily on its own analysis of the credit quality and risks associated with individual debt instruments considered for the Fund, rather than relying exclusively on rating agencies or third-party
research. The Fund&#146;s portfolio managers utilize this information in an attempt to minimize credit risk and to identify issuers, industries or sectors that are undervalued or that offer attractive yields relative to PIMCO&#146;s assessment of
their credit characteristics. This aspect of PIMCO&#146;s capabilities will be particularly important to the extent that the Fund invests in high yield securities and in securities of emerging market issuers.
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Portfolio Contents </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund normally invests in a portfolio of debt obligations
and other income-producing securities of any type and credit quality with varying maturities, including, among other investments, mortgage-related and other asset-backed securities, as well as related derivative instruments. The Fund expects to
invest in mortgage-related and other asset-backed securities issued or sponsored by various public and private entities, including securities issued or guaranteed by the U.S. Government, its agencies or instrumentalities (&#147;U.S. Government
securities&#148;), residential and commercial mortgage-backed securities (some of which may be U.S. Government securities), privately-issued mortgage-related securities and any other type of mortgage-related or asset-backed securities issued on a
public or private basis, including collateralized mortgage obligations (&#147;CMOs&#148;), adjustable rate mortgage-backed securities, stripped mortgage-backed securities, CMO residuals and mortgage pass-through securities. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund&#146;s portfolio of income-producing securities may
also include, without limitation, bonds, debentures, notes, and other debt securities of U.S. and foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> corporate and other issuers, including commercial paper; asset-backed securities issued on a
public or private basis; U.S. Government securities; obligations of foreign governments or their <FONT STYLE="white-space:nowrap">sub-divisions,</FONT> agencies and government sponsored enterprises and obligations of international agencies and
supranational entities; municipal securities and other debt securities issued by states or local governments and their agencies, authorities and other government-sponsored enterprises, including taxable municipal securities (such as Build America
Bonds); <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">payment-in-kind</FONT></FONT> securities; <FONT STYLE="white-space:nowrap">zero-coupon</FONT> bonds; covenant-lite obligations; inflation-indexed bonds issued by both
governments and corporations; structured notes, including hybrid or indexed securities; catastrophe bonds and other event-linked bonds; credit-linked notes; credit-linked trust instruments; structured credit products; bank loans (including, among
others, senior loans, delayed funding loans, revolving credit facilities and loan participations and assignments); preferred securities; convertible debt securities (i.e., debt securities that may be converted at either a stated price or stated rate
into underlying shares of common stock), including synthetic convertible debt securities (i.e., instruments created through a combination of separate securities that possess the two principal characteristics of a traditional convertible security,
such as an income-producing security and the right to acquire an equity security and contingent convertible securities); collateralized bond obligations, collateralized loan obligations and other collateralized debt obligations; bank capital
securities; and bank certificates of deposit, fixed time deposits and bankers&#146; acceptances. The rate of interest on an income-producing security may be fixed, floating or variable, and may move in the opposite direction to interest rates
generally or the interest rate on another security or index (i.e., inverse floaters). At any
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given time and from time to time substantially all of the Fund&#146;s portfolio may consist of below investment grade securities. The Fund may invest in debt securities of stressed issuers.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest without limit in securities of
U.S. issuers and without limit in securities of foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> issuers, including in securities of issuers economically tied to &#147;emerging market&#148; countries, securities traded principally outside
of the United States, and securities denominated in currencies other than the U.S. dollar. The Fund may also invest directly in foreign currencies, including local emerging market currencies, including local emerging market currencies. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As a matter of fundamental policy, the Fund normally invests at
least 25% of its total assets (i.e., concentrates) in privately-issued (commonly known as <FONT STYLE="white-space:nowrap">&#147;non-agency&#148;)</FONT> mortgage-related securities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may utilize various derivative strategies (both long and short positions) involving the purchase or sale
of futures and forward contracts (including foreign currency exchange contracts), call and put options, credit default swaps, total return swaps, basis swaps and other swap agreements and other derivative instruments for investment purposes,
leveraging purposes or in an attempt to hedge against market, credit, interest rate, currency and other risks in the portfolio. The Fund may purchase and sell securities on a when-issued, delayed delivery or forward commitment basis and may engage
in short sales to the extent that short positions do not represent more than 25% of the Fund&#146;s total assets. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest up to 20% of its total assets in common stocks and other equity securities from time to time, including those it has received through the conversion of a convertible
security held by the Fund or in connection with the restructuring of a debt security. The Fund may invest in securities that have not been registered for public sale in the U.S. or relevant <FONT STYLE="white-space:nowrap">non-U.S.</FONT>
jurisdiction, including without limitation securities eligible for purchase and sale pursuant to Rule 144A under the Securities Act of 1933, as amended (the &#147;Securities Act&#148;), or relevant provisions of applicable <FONT
STYLE="white-space:nowrap">non-U.S.</FONT> law, and other securities issued in private placements. The Fund may also invest in securities of other investment companies, including, without limitation, exchange-traded funds (&#147;ETFs&#148;), and may
invest in foreign ETFs. The Fund may invest in real estate investment trusts (&#147;REITs&#148;). The Fund may invest in securities of companies with any market capitalization, including small and medium capitalizations. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest without limit in illiquid investments (i.e.,
investments that the Fund reasonably expects cannot be sold or disposed of in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of the securities).
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
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STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may enter into repurchase agreements, in which the Fund purchases a security from a
bank or broker-dealer and the bank or broker-dealer agrees to repurchase the security at the Fund&#146;s cost plus interest within a specified time. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For the purpose of achieving income, the Fund may lend its portfolio securities to brokers, dealers or other financial institutions provided
a&nbsp;number of conditions are satisfied, including that the loan is fully&nbsp;collateralized. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The length of time the Fund has held a particular security is not generally a consideration in investment decisions. A change in the securities held by the Fund is known as &#147;portfolio
turnover.&#148; The Fund may engage in frequent and active trading of portfolio securities to achieve its investment objectives, particularly during periods of volatile market movements. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Temporary Defensive Investments.</I></B>&nbsp;&nbsp;Upon PIMCO&#146;s recommendation, for temporary
defensive purposes or in order to keep its cash fully invested, the Fund may deviate from its investment strategy by investing some or all of its total assets in investments such as high grade debt securities, including high quality, short-term debt
securities, and cash and cash equivalents. The Fund may not achieve its investment objectives when it does so. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Use of Leverage </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may obtain leverage through reverse repurchase agreements, dollar rolls or borrowings, such as through bank loans or commercial paper or other credit facilities. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may also enter into transactions other than those noted
above that may give rise to a form of leverage including, among others, credit default swaps, futures and forward contracts (including foreign currency exchange contracts), total return swaps and other derivative transactions, loans of portfolio
securities, short sales and when-issued, delayed delivery and forward commitment transactions. Although it has no current intention to do so, the Fund may also determine to issue preferred shares or other types of senior securities to add leverage
to its portfolio. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund utilizes certain kinds of
leverage, such as reverse repurchase agreements and credit default swaps, opportunistically and may choose to increase or decrease, or eliminate entirely, its use of such leverage over time and from time to time based on PIMCO&#146;s assessment of
the yield curve environment, interest rate trends, market conditions and other factors. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund also may borrow money in order to repurchase its shares or as a temporary measure for extraordinary or emergency purposes, including for the payment of dividends or the settlement of
securities
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transactions which otherwise might require untimely dispositions of portfolio securities held by the Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PIMCO Global StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="2"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income Fund </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The portfolio managers build a global equity and debt portfolio by investing, under normal circumstances, at least 80% of the Fund&#146;s net assets (plus any borrowings for investment
purposes) in a combination of securities and instruments that provide exposure to stocks and/or produce income (the &#147;80% policy&#148;). The 80% policy is not considered to be fundamental by the Fund, and can be changed without a vote of the
Fund&#146;s shareholders. The 80% policy may be changed by the Fund&#146;s Board of Trustees following the provision of 60 days&#146; prior written notice to the Fund&#146;s shareholders. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund&#146;s stock exposure (including for purposes of the 80% policy) may be obtained through stock holdings
and/or through index and other derivative instruments that have economic characteristics similar to U.S. and <FONT STYLE="white-space:nowrap">non-U.S.</FONT> stocks. Exposure to income-producing instruments may be obtained through the use of fixed
income and other derivative instruments. The Fund cannot assure you that it will achieve its investment objective, and you could lose all of your investment in the Fund. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Asset Allocation and Periodic Rebalancing </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund&#146;s equity index exposure generally is expected to
equal 100% of its net assets (generally approximately 50% U.S. and 50% <FONT STYLE="white-space:nowrap">non-U.S.).</FONT> The Fund&#146;s equity index exposure will be rebalanced on a periodic basis (so that the U.S. and <FONT
STYLE="white-space:nowrap">non-U.S.</FONT> equity index exposure each will represent approximately 50% at the time of rebalance). It is anticipated that each periodic rebalancing will coincide with the settlement of relevant derivatives. These
periodic rebalancings may result in additional transaction costs for the Fund and may increase the amount of capital gains (including short-term capital gains) realized by the Fund on which shareholders pay tax. Although the portfolio will be
rebalanced periodically, it is expected that the relative percentage of the Fund&#146;s equity derivatives exposure represented by U.S. and <FONT STYLE="white-space:nowrap">non-U.S.</FONT> equity index exposure will vary during interim periods in
relation to market fluctuations and other factors. Therefore, the Fund&#146;s assets attributable to U.S. and <FONT STYLE="white-space:nowrap">non-U.S.</FONT> equity exposure may be materially higher or lower than the initial 50%/50% allocation
described above, and the risk/return profile of the Fund (taken as a whole) will vary&nbsp;accordingly. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Portfolio Management Strategies </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Equity Derivatives Strategies.</I></B>&nbsp;&nbsp;The Fund generally expects to gain substantially all of its equity index exposure by investing in equity index derivatives based on the
S&amp;P 500 Index (i.e., the U.S. equity exposure) and the MSCI EAFE Index (i.e., the <FONT STYLE="white-space:nowrap">non-U.S.</FONT> equity
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 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">exposure). In the case of equity index swaps and futures contracts, the Fund expects to
receive a return that approximates total return (price appreciation or depreciation plus any dividends) of the relevant index while bearing implicit or explicit interest and transactional costs, including certain tax withholdings, if applicable. Any
increase in return attributable to dividends will not be eligible for treatment to holders of the Fund&#146;s common shares of beneficial interest as &#147;qualified dividend income&#148; and the Fund will not be able to recover any withholding
taxes on foreign dividends. The Fund also may invest directly in common stocks, other equity instruments and other types of derivative instruments, such as options contracts and options on futures contracts, to gain equity exposure. In implementing
the Fund&#146;s derivatives strategies, PIMCO may use a variety of techniques designed to minimize transaction costs and to provide greater investment flexibility, such as utilizing multiple derivative counterparties, negotiating the terms of
derivative instruments in which the Fund invests and analyzing the costs associated with different derivative instruments. The Fund is neither sponsored by nor affiliated with either index. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may hedge the foreign currency risk associated with its exposure to
<FONT STYLE="white-space:nowrap">non-U.S.</FONT> equities depending upon market conditions and other factors. The Fund reserves the flexibility to change its U.S. and <FONT STYLE="white-space:nowrap">non-U.S.</FONT> benchmark indexes and related
derivatives strategies. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Global Debt Securities
Selection / Dynamic Allocation Strategy.</I></B>&nbsp;&nbsp;The Fund&#146;s actively managed collateral portfolio (the &#147;Debt Portfolio&#148;) will back the Fund&#146;s equity index positions and will consist of income-producing debt securities
having varying maturities and debt-related derivatives securities, including but not limited to interest rate swaps (including swaps that are paired) and other interest rate derivatives. In managing the Debt Portfolio, PIMCO employs an active
approach to allocation among multiple fixed income sectors based on, among other things, market conditions, valuation assessments, economic outlook, credit market trends and other economic factors. With PIMCO&#146;s macroeconomic analysis as the
basis for <FONT STYLE="white-space:nowrap">top-down</FONT> investment decisions, including geographic and credit sector emphasis, PIMCO manages the Debt Portfolio with a focus on seeking income generating investment ideas across multiple fixed
income sectors, with an emphasis on seeking opportunities in developed and emerging global credit markets. PIMCO may choose to focus on particular countries/regions, asset classes, industries and sectors to the exclusion of others at any time and
from time to time based on market conditions and other factors. The relative value assessment within fixed income sectors draws on PIMCO&#146;s regional and sector specialist expertise. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Fund Current Distribution Strategies.</I></B>&nbsp;&nbsp;The Fund&#146;s monthly distributions are expected
to include, among other possible sources, interest income from the Debt Portfolio and payments and premiums
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
(characterized as capital for financial accounting purposes and as ordinary income for tax purposes) generated by certain types of interest rate derivatives. Strategies involving interest rate
derivatives (including swaps that are paired) may attempt to capitalize on differences between short-term and long-term interest rates as part of the Fund&#146;s duration and yield curve active management strategies. For instance, in the event that
long-term interest rates are higher than short-term interest rates, the Fund may elect to pay a floating short-term interest rate and to receive a long-term fixed interest rate for a stipulated period of time, thereby generating payments as a
function of the difference between current short-term interest rates and long-term interest rates, so long as the floating short-term interest rate (which may rise) is lower than the fixed long-term interest&nbsp;rate. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may enter into opposite sides of multiple interest rate
swaps or other derivatives with respect to the same underlying reference instrument (e.g., a <FONT STYLE="white-space:nowrap">10-year</FONT> U.S. treasury) that have different effective dates with respect to interest accrual time periods also for
the principal purpose of generating distributable gains (characterized as ordinary income for tax purposes) that are not part of the Fund&#146;s duration or yield curve management strategies. In such a &#147;paired swap transaction&#148;, the Fund
would generally enter into one or more interest rate swap agreements whereby the Fund agrees to make regular payments starting at the time the Fund enters into the agreements equal to a floating interest rate in return for payments equal to a fixed
interest rate (the &#147;initial leg&#148;). The Fund would also enter into one or more interest rate swap agreements on the same underlying instrument, but take the opposite position (i.e., in this example, the Fund would make regular payments
equal to a fixed interest rate in return for receiving payments equal to a floating interest rate) with respect to a contract whereby the payment obligations do not commence until a date following the commencement of the initial leg (the
&#147;forward leg&#148;). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may engage in
investment strategies, including those investment strategies that employ the use of paired swaps transactions, the use of interest rate swaps to seek to capitalize on differences between short-term and long-term interest rates and other derivatives
transactions, to, among other things, seek to generate current, distributable income, even if such strategies could potentially result in declines in the Fund&#146;s net asset value (&#147;NAV&#148;). The Fund&#146;s income and gain-generating
strategies, including certain derivatives strategies, may seek to generate current income and gains taxable as ordinary income sufficient to support monthly distributions even in situations when the Fund has experienced a decline in net assets due
to, for example, adverse changes in the broad U.S. or <FONT STYLE="white-space:nowrap">non-U.S.</FONT> equity markets or the Fund&#146;s debt investments, or arising from its use of derivatives. For instance, a significant portion of the Fund&#146;s
monthly </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Principal Investment Strategies<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
distributions may be sourced from paired swap transactions utilized to produce current distributable ordinary income for tax purposes on the initial leg, with a substantial possibility that the
Fund will later realize a corresponding capital loss and potential decline in its NAV with respect to the forward leg (to the extent there are not corresponding offsetting capital gains being generated from other sources). Because some or all of
these transactions may generate capital losses without corresponding offsetting capital gains, portions of the Fund&#146;s distributions recognized as ordinary income for tax purposes (such as from paired swap transactions) may be economically
similar to a taxable return of capital when considered together with such capital&nbsp;losses. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund&#146;s index option strategy, to the extent utilized, seeks to generate payments and premiums from writing options that may offset some or all of the capital losses incurred as a
result of paired swaps transactions. However, the Fund may use paired swap transactions to support monthly distributions where the index option strategy does not produce an equivalent amount of offsetting gains, including without limitation when
such strategy is not being used to a significant extent. In addition, gains (if any) generated from the index option strategy may be offset by the Fund&#146;s realized capital losses, including any available capital loss carryforwards. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund generally will not include in its monthly distributions
any gain that is derived from gains that are characterized as long-term capital gain for tax purposes (and is limited in its ability to do so by the Investment Company Act of 1940, as amended). The notional exposure of the interest rate derivatives
in the Debt Portfolio may vary widely as a function of market conditions, including differences between short-term and longer-term interest rates and the Fund&#146;s current investment strategies. (The notional amount of a derivative is the
hypothetical underlying quantity upon which interest rate or other payment obligations are computed.) While the yield curve (a graph of bond yields available at a given moment in time) generally slopes upward (indicating that long-term interest
rates are higher than short-term interest rates), there can be no assurance that this always will be the case and has not always recently been the case, and it is anticipated that the slope of the yield curve will vary to a significant degree across
different market environments. In market environments in which the differences between short-term, intermediate-term and long-term interest rates are smaller than is typically the case (a flatter yield curve environment), the Fund may increase the
notional exposure of its interest rate derivative positions. In certain market conditions, it is anticipated that the notional exposure of interest rate derivatives in the Debt Portfolio could be a multiple of the Fund&#146;s total net assets. The
Fund is required to identify any portion of its monthly distributions that are characterized as gains (for financial accounting purposes) or
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
that otherwise are derived from any sources other than net income. The Fund cannot assure you as to any level of distributions that will be treated as ordinary income, cannot assure you as to any
level of capital gains distributions and cannot assure you as to any ratio of monthly distributions to capital gain distributions. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Index Option Strategy.</I></B>&nbsp;&nbsp;In implementing the Fund&#146;s index option strategy, PIMCO may sell (&#147;write&#148;)
call options on the S&amp;P 500 Index and on futures on the S&amp;P 500 Index. PIMCO does not intend to write index call options when the underlying notional value of the index call option positions exceeds the Fund&#146;s net U.S. equity exposure
&#151;generally approximately 50% of the Fund&#146;s net assets (i.e., the Fund does not intend to write &#147;naked&#148; positions) at each rebalance. The index option writing strategy is designed to produce gains from index option premiums.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund expects that it normally will write call
options whose terms to expiration range from one month to one year, although the Fund may write call options with both longer and shorter terms. PIMCO ordinarily will not write call options on individual equity securities, but may write call options
on exchange-traded funds and other similar instruments designed to correlate with the performance of the underlying equity index. PIMCO will actively manage the Fund&#146;s index option positions using quantitative and statistical analysis that
focuses on relative value and a weighing of risk versus return. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund generally will write equity index call options that are
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">&#147;out-of-the-money&#148;</FONT></FONT></FONT> or
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">&#147;at-the-money&#148;</FONT></FONT> at the time of sale. The Fund generally will write <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap"><FONT
STYLE="white-space:nowrap">out-of-the-money</FONT></FONT></FONT> equity index call options with strike prices no more than 10% higher than the cash value of the index at the time of sale. The Fund reserves the flexibility to write equity index call
options that are more or less <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">out-of-the-money</FONT></FONT></FONT> as it deems appropriate depending upon market conditions and other factors. The
Fund also reserves the flexibility to write equity index call options that are <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">&#147;in-the-money.&#148;</FONT></FONT> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition to writing call options, the Fund also may purchase put options on the S&amp;P 500 Index and on
futures on the S&amp;P 500 Index in an effort to protect against significant market declines affecting the U.S. equity markets as measured by the S&amp;P 500 Index. However, because the Fund generally will purchase put options that are <FONT
STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">&#147;out-of-the-money,&#148;</FONT></FONT></FONT> the Fund will not be fully covered against any market decline. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition to listed options, the Fund may write and purchase <FONT
STYLE="white-space:nowrap">over-the</FONT> counter options, which are not originated and standardized by the Office of the Comptroller of the Currency or listed and traded on an options exchange (such as the Chicago Board Options Exchange or the
International Securities Exchange). </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Credit Quality.</I></B>&nbsp;&nbsp;The Fund may invest without limit in debt instruments
that are, at the time of purchase, rated below investment grade (below Baa3 by Moody&#146;s or below <FONT STYLE="white-space:nowrap">BBB-</FONT> by either S&amp;P or Fitch) or that are unrated but determined by PIMCO to be of comparable quality.
The Fund normally will attempt to maintain in its Debt Portfolio debt securities with an average credit quality that is at least investment grade or that are unrated but determined by PIMCO to be of comparable quality. The Fund may invest in
securities of stressed issuers, which include securities at risk of being in default as to the repayment of principal and/or interest at the time of acquisition by the Fund or that are rated in the lower rating categories by one or more nationally
recognized statistical rating organizations or, if unrated, are determined by PIMCO to be of comparable quality. Debt instruments of below investment grade quality are regarded as having predominantly speculative characteristics with respect to
capacity to pay interest and to repay principal, and are commonly referred to as &#147;high yield&#148; securities or &#147;junk bonds.&#148; Debt instruments in the lowest investment grade category also may be considered to possess some speculative
characteristics. The Fund may, for hedging, investment or leveraging purposes, make use of credit default swaps, which are contracts whereby one party makes periodic payments to a counterparty in exchange for the right to receive from the
counterparty a payment equal to the par (or other agreed-upon) value of a referenced debt obligation in the event of a default or other credit event by the issuer of the debt obligation. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Independent Credit Analysis.</I></B>&nbsp;&nbsp;PIMCO relies primarily on its own analysis of the credit
quality and risks associated with individual debt instruments considered for the Fund, rather than relying exclusively on rating agencies or third-party research. The Fund&#146;s portfolio managers utilize this information in an attempt to minimize
credit risk and to identify issuers, industries or sectors that are undervalued or that offer attractive yields relative to PIMCO&#146;s assessment of their credit characteristics. This aspect of PIMCO&#146;s capabilities will be particularly
important to the extent that the Fund invests in high yield securities and in securities of emerging market issuers. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Duration Management.</I></B>&nbsp;&nbsp;The Debt Portfolio&#146;s debt securities will generally have a
<FONT STYLE="white-space:nowrap">low-</FONT> to intermediate- average portfolio duration, ranging from one year to a duration that is two years above the duration of the Barclays Capital U.S. Aggregate Index, although it may be shorter or longer at
any time or from time to time depending on market conditions and other factors. While the Fund seeks to maintain a <FONT STYLE="white-space:nowrap">low-</FONT> to intermediate- average portfolio duration, there is no limit on the maturity or
duration of any individual security in which the Fund may invest. PIMCO believes that maintaining duration within this range offers flexibility and the opportunity for above-average returns while potentially limiting exposure to interest rate
volatility and related
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
risk. Duration is a measure used to determine the sensitivity of a security&#146;s price to changes in interest rates. The Fund&#146;s duration strategy may entail maintaining a negative average
portfolio duration from time to time, which would potentially benefit the portfolio in an environment of rising market interest rates, but would generally adversely impact the portfolio in an environment of falling or neutral market interest rates.
PIMCO may also utilize certain strategies, including without limit investments in structured notes or interest rate futures contracts or swap, cap, floor or collar transactions, for the purpose of reducing the interest rate sensitivity of the
Fund&#146;s portfolio, although there is no assurance that it will do so or that such strategies will be successful. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Portfolio Contents </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Substantially all of the Fund&#146;s assets ordinarily will be invested in the Debt Portfolio to back the Fund&#146;s equity index positions.
The types of debt securities (and related instruments) in which the Fund may invest include mortgage-related and other types of asset-backed securities (including collateralized loan obligations, collateralized debt obligations and collateralized
mortgage obligations) issued on a public or private basis; government securities, including U.S. Government securities, sovereign debt and other obligations of <FONT STYLE="white-space:nowrap">non-U.S.</FONT> governments or their <FONT
STYLE="white-space:nowrap">sub-divisions,</FONT> agencies and government sponsored enterprises, and obligations of international agencies and supranational entities, as well as municipal securities; bonds, debentures, notes, and other debt
securities of U.S. and <FONT STYLE="white-space:nowrap">non-U.S.</FONT> corporations and other issuers, issued publicly or through private placements, including convertible securities, covenant-lite obligations, contingent convertible securities,
synthetic convertible securities and commercial paper, event-linked securities, inflation-indexed bonds, <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">payment-in-kind</FONT></FONT> securities,
<FONT STYLE="white-space:nowrap">step-ups</FONT> <FONT STYLE="white-space:nowrap">zero-coupon</FONT> bonds, senior floating-rate loans (&#147;Senior Loans&#148;) and other bank loans (secured or unsecured) and loan assignments and participations,
bank capital securities, bank certificates of deposit, fixed time deposits and bankers&#146; acceptances. The Fund also may invest in preferred stock, structured notes and other hybrid instruments, credit-linked trust certificates, delayed funding
loans, revolving credit facilities and REITs, and may use credit default swaps, other debt-related derivatives, interest rate swaps, forwards, futures and other interest rate derivatives. The rate of interest on the Fund&#146;s debt security
investments may be fixed, floating or variable. The Fund may invest in debt securities issued by companies with small and medium market capitalizations. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund will actively manage the duration and yield curve exposure of the Debt Portfolio, in part through the use of a variety of interest
rate derivatives, including but not limited to interest rate swaps, forwards and futures. These interest rate derivatives also may be used for other investment or risk management purposes, including to provide synthetic exposure to fixed or floating
rate debt instruments, </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>151</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Principal Investment Strategies<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
and to attempt to generate current income and gains. It currently is anticipated that the duration and yield curve active management strategies using interest rate derivatives will result in the
generation of payments arising primarily from differences between short-term and long-term interest rates. As that difference gets smaller, the Fund would need to increase its notional exposure to interest rate derivatives in order to generate the
same income for the Fund. These payments will be characterized as gain for financial accounting purposes and as ordinary income for tax purposes. In the event that long-term interest rates are higher than short-term interest rates, for example, the
Fund may elect to pay a floating short-term interest rate and to receive a long-term fixed interest rate for a stipulated period of time, thereby generating return as a function of the difference between current short-term interest rates and
long-term interest rates, so long as the floating short-term interest rate (which may rise) is lower than the fixed long-term interest rate. The notional exposure of the interest rate derivatives in the Debt Portfolio may vary widely as a function
of market conditions, including differences between short-term and longer-term interest rates, and the Fund&#146;s current investment&nbsp;strategies. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest without limit in securities of U.S. issuers and without limit in securities of foreign
<FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> issuers, securities traded principally outside of the United States, and securities denominated in currencies other than the U.S. dollar. The Fund normally will have exposure to investments that are
tied economically to at least three countries other than the United States. The Fund may invest without limit in investment grade sovereign debt denominated in the relevant country&#146;s local currency with less than 1 year remaining to maturity
(&#147;short-term investment grade sovereign debt&#148;), including short-term investment grade sovereign debt issued by emerging market issuers. The Fund may invest up to 40% of its total assets in securities and instruments that are economically
tied to emerging market countries (this limitation does not apply to investment grade sovereign debt denominated in the relevant country&#146;s local currency with less than 1 year remaining to maturity). </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest up to 30% of its total assets in Senior
Loans made to corporations, partnerships and other business entities. Senior Loans typically pay interest at rates that are <FONT STYLE="white-space:nowrap">re-determined</FONT> periodically on the basis of a floating base lending rate plus a
premium. Senior Loans generally hold the most senior position in the capital structure of a borrower and often are secured with collateral, but may be of below investment grade quality and may involve significant credit risk. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest without limit in illiquid investments (i.e.,
investments that the Fund reasonably expects cannot be sold or disposed of in current market conditions in seven calendar days or less
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without the sale or disposition significantly changing the market value of the securities). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may purchase securities that it is eligible to purchase on a when-issued basis, may purchase and sell such securities for delayed
delivery, may make contracts to purchase such securities for a fixed price at a future date beyond normal settlement time (forward commitments) and may engage in short sales. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest in securities that have not been registered
for public sale in the U.S. or relevant <FONT STYLE="white-space:nowrap">non-U.S.</FONT> jurisdiction, including without limitation securities eligible for purchase and sale pursuant to Rule 144A under the Securities Act, or relevant provisions of
applicable <FONT STYLE="white-space:nowrap">non-U.S.</FONT> law, and other securities issued in private placements. The Fund may also invest in securities of other investment companies, including, without limitation, ETFs, and may invest in foreign
ETFs. The Fund may invest in REITs. The Fund may invest in securities of companies with any market capitalization, including small and medium capitalizations. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may enter into repurchase agreements, in which the Fund purchases a security from a bank or broker-dealer and the bank or
broker-dealer agrees to repurchase the security at the Fund&#146;s cost plus interest within a specified time. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For the purpose of achieving income, the Fund may lend its portfolio securities to brokers, dealers or other financial institutions provided a&nbsp;number of conditions are satisfied,
including that the loan is fully&nbsp;collateralized. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The length of time the Fund has held a particular security is not generally a consideration in investment decisions. A change in the
securities held by the Fund is known as &#147;portfolio turnover.&#148; The Fund may engage in frequent and active trading of portfolio securities to achieve its investment objectives, particularly during periods of volatile market movements.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Temporary Defensive
Investments.</I></B>&nbsp;&nbsp;Upon PIMCO&#146;s recommendation, for temporary defensive purposes or in order to keep its cash fully invested, the Fund may deviate from its investment strategy by investing some or all of its total assets in
investments such as high grade debt securities, including high quality, short-term debt securities, and cash and cash equivalents. The Fund may not achieve its investment objective when it does so. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Use of Leverage </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may obtain leverage through reverse repurchase
agreements, dollar rolls or borrowings, such as through bank loans or commercial paper or other credit facilities. The Fund may also enter into transactions other than those noted above that may give rise to a
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">form of leverage including, among others, credit default swaps, futures and forward contracts
(including foreign currency exchange contracts), total return swaps and other derivative transactions, loans of portfolio securities, short sales and when-issued, delayed delivery and forward commitment transactions. Although it has no current
intention to do so, the Fund may also determine to issue preferred shares or other types of senior securities to add leverage to its&nbsp;portfolio. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund utilizes certain kinds of leverage, such as reverse repurchase agreements and credit default swaps, opportunistically and may choose
to increase or decrease, or eliminate entirely, its use of such leverage over time and from time to time based on PIMCO&#146;s assessment of the yield curve environment, interest rate trends, market conditions and other factors. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund also may borrow money in order to repurchase its shares
or as a temporary measure for extraordinary or emergency purposes, including for the payment of dividends or the settlement of securities transactions which otherwise might require untimely dispositions of portfolio securities held by the Fund.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Any leverage used by the Fund obtained through the
issuance of preferred shares or debt securities or the use of borrowings or similar transactions will be limited to 38% of the Fund&#146;s total assets (including the proceeds of the leverage) except as noted below (the &#147;38% Policy&#148;). The
Fund also may enter into transactions that may give rise to a form of financial leverage, such as, among others, reverse repurchase agreements, loans of portfolio securities, credit default swap contracts and other derivatives, as well as
when-issued, delayed delivery or forward commitment transactions. To mitigate leverage risk from such transactions, the Fund may segregate liquid assets or enter into offsetting transactions against or otherwise cover its future obligations under
such transactions. To the extent the Fund covers its positions in such transactions (by segregating liquid assets at least equal in amount to the Fund&#146;s future commitment thereunder, entering into offsetting transactions or owning positions
covering such future commitment), its obligations under such transactions will not be subject to the 38% Policy. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="3">PIMCO Income Opportunity Fund </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund will seek to achieve its investment objectives by&nbsp;utilizing a dynamic asset allocation strategy among multiple fixed income&nbsp;sectors in the global credit markets, including
corporate debt (including,&nbsp;among other things, fixed-, variable- and floating-rate bonds, bank loans,&nbsp;convertible securities and stressed debt securities issued by U.S. or <FONT STYLE="white-space:nowrap">foreign&nbsp;(non-U.S.)</FONT>
corporations or other business entities, including emerging&nbsp;market issuers), mortgage-related and
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other asset-backed securities,&nbsp;government and sovereign debt, taxable municipal bonds and other fixed-,&nbsp;variable- and floating-rate income-producing securities of U.S. and
foreign&nbsp;issuers, including emerging market issuers. The Fund may invest in&nbsp;investment grade debt securities and below investment grade debt&nbsp;securities (commonly referred to as &#147;high yield&#148; securities or &#147;junk
bonds&#148;),&nbsp;including securities of stressed issuers. The Fund cannot assure you that it will achieve its&nbsp;investment objectives, and you could lose all of your investment in the&nbsp;Fund. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Portfolio Management Strategies </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Dynamic Allocation Strategy.</I></B>&nbsp;&nbsp;On behalf
of the Fund, PIMCO employs an active approach to allocation among multiple fixed-income sectors based on, among other things, market conditions, valuation assessments, economic outlook, credit market trends and other economic factors. With
PIMCO&#146;s macroeconomic analysis as the basis for <FONT STYLE="white-space:nowrap">top-down</FONT> investment decisions, including geographic and credit sector emphasis, the Fund focuses on seeking the best income generating investment ideas
across multiple fixed income sectors, with an emphasis on seeking opportunities in developed and emerging global credit markets. PIMCO may choose to focus on particular countries/regions (e.g., U.S. vs. foreign), asset classes, industries and
sectors to the exclusion of others at any time and from time to time based on market conditions and other factors. For example, subject to the Fund&#146;s investment policies and limitations, the Fund may invest a substantial portion of its total
assets in mortgage-related and other asset-backed securities, which investments PIMCO may choose to increase or decrease, or eliminate entirely, over time and from time to time. The relative value assessment within fixed income sectors draws on
PIMCO&#146;s regional and sector specialist expertise. The Fund will observe various investment guidelines as summarized below. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Investment Selection Strategies.</I></B>&nbsp;&nbsp;Once the Fund&#146;s <FONT STYLE="white-space:nowrap">top-down,</FONT> portfolio
positioning decisions have been made as described above, PIMCO selects particular investments for the Fund by employing a <FONT STYLE="white-space:nowrap">bottom-up,</FONT> disciplined credit approach which is driven by fundamental, independent
research within each sector/asset class represented in the Fund, with a focus on identifying securities and other instruments with solid and/or improving fundamentals. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PIMCO utilizes strategies that focus on credit quality analysis,
duration management and other risk management techniques. PIMCO attempts to identify, through fundamental research driven by independent credit analysis and proprietary analytical tools, debt obligations and other income-producing securities that
provide current income and/or opportunities for capital appreciation based on its analysis of the issuer&#146;s credit characteristics and the position of the security in the issuer&#146;s capital structure.
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
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<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
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STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Consideration of yield is only one component of the portfolio managers&#146; approach in
managing the Fund. PIMCO also attempts to&nbsp;identify investments that may appreciate in value based on PIMCO&#146;s&nbsp;assessment of the issuer&#146;s credit characteristics, forecast for&nbsp;interest&nbsp;rates and outlook for particular
countries/regions, currencies, industries, sectors and the global economy and bond markets&nbsp;generally. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Credit Quality.</I></B>&nbsp;&nbsp;The Fund may invest in debt instruments that are, at the time of purchase, rated below investment grade, or unrated but determined by PIMCO to be of
comparable quality. The Fund may invest in securities of stressed issuers, which include securities at risk of being in default as to the repayment of principal and/or interest at the time of acquisition by the Fund or that are rated in the lower
rating categories by one or more nationally recognized statistical rating organizations (for example, Ca or lower by Moody&#146;s or CC or lower by S&amp;P, or Fitch) or, if unrated, are determined by PIMCO to be of comparable quality. Debt
instruments of below investment grade quality are regarded as having predominantly speculative characteristics with respect to capacity to pay interest and to repay principal, and are commonly referred to as &#147;high yield&#148; securities or
&#147;junk bonds.&#148; Debt instruments in the lowest investment grade category also may be considered to possess some speculative characteristics. The Fund may, for hedging, investment or leveraging purposes, make use of credit default swaps,
which are contracts whereby one party makes periodic payments to a counterparty in exchange for the right to receive from the counterparty a payment equal to the par (or other agreed-upon) value of a referenced debt obligation in the event of a
default or other credit event by the issuer of the debt obligation. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Independent Credit Analysis.</I></B>&nbsp;&nbsp;PIMCO relies primarily on its own analysis of the credit quality and risks associated with individual debt instruments considered for the
Fund, rather than relying exclusively on rating agencies or third-party research. The Fund&#146;s portfolio managers utilize this information in an attempt to minimize credit risk and to identify issuers, industries or sectors that are undervalued
or that offer attractive yields relative to PIMCO&#146;s assessment of their credit characteristics. This aspect of PIMCO&#146;s capabilities will be particularly important to the extent that the Fund invests in high yield securities and in
securities of emerging market issuers. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Duration Management.</I></B>&nbsp;&nbsp;It is expected that the Fund normally will have an intermediate average portfolio duration
(i.e., within a two to eight year range), as calculated by PIMCO, although it may be shorter or longer at any time or from time to time depending on market conditions and other factors. While the Fund seeks to maintain a short to intermediate
average portfolio duration, there is no limit on the maturity or duration of any individual security in which the Fund may
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

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invest. PIMCO believes that maintaining duration within this range offers flexibility and the opportunity for above-average returns while potentially limiting exposure to interest rate volatility
and related risks. Duration is a measure used to determine the sensitivity of a security&#146;s price to changes in interest rates. The Fund&#146;s duration strategy may entail maintaining a negative average portfolio duration from time to time,
which would potentially benefit the portfolio in an environment of rising market interest rates, but would generally adversely impact the portfolio in an environment of falling or neutral market interest rates. PIMCO may also utilize certain
strategies, including without limit investments in structured notes or interest rate futures contracts or swap, cap, floor or collar transactions, for the purpose of reducing the interest rate sensitivity of the Fund&#146;s portfolio, although there
is no assurance that it will do so or that such strategies will be successful. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Portfolio Contents </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund normally invests worldwide in a portfolio of debt obligations and other income-producing securities of any type and credit quality and with varying maturities and related derivative
instruments. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund&#146;s portfolio of debt
obligations and income-producing securities may include, without limitation, bonds, debentures, notes, and other debt securities of U.S. and foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> corporate and other issuers, including commercial
paper; mortgage-related and other asset-backed securities issued by governmental agencies or other governmental entities or by private originators or issuers (including mortgage pass-through securities, commercial mortgage-backed securities,
residential mortgage-backed securities, collateralized mortgage obligations, collateralized mortgage obligation residuals, adjustable rate mortgage-backed securities and stripped mortgage-backed securities); U.S. Government securities; obligations
of foreign governments or their <FONT STYLE="white-space:nowrap">sub-divisions,</FONT> agencies and government sponsored enterprises and obligations of international agencies and supranational entities; municipal securities and other debt securities
issued by states or local governments and their agencies, authorities and other government-sponsored enterprises, including taxable municipal securities (such as Build America Bonds);
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">payment-in-kind</FONT></FONT> securities; <FONT STYLE="white-space:nowrap">step-ups;</FONT> <FONT STYLE="white-space:nowrap">zero-coupon</FONT> bonds; inflation-indexed bonds issued
by both governments and corporations; structured notes, including hybrid or indexed securities; catastrophe bonds and other event-linked bonds; credit-linked notes; structured credit products; bank loans (including, among others, senior loans,
delayed funding loans, covenant-lite obligations, revolving credit facilities and loan participations and assignments); preferred securities; convertible debt securities (i.e., debt securities that may be converted at either a stated price or stated
rate into underlying shares of common stock), including synthetic convertible debt securities (i.e., instruments created through a combination of separate securities that possess the two principal characteristics of a
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">traditional convertible security, such as an income-producing security and the right to
acquire an equity security) and contingent convertible securities (&#147;CoCos&#148;); credit-linked trust certificates; bank capital securities; and bank certificates of deposit, fixed time deposits and bankers&#146; acceptances. The rate of
interest on an income-producing security may be fixed, floating or variable, and may move in the opposite direction to interest rates generally or the interest rate on another security or index (i.e., inverse floaters). Certain corporate
income-producing securities, such as convertible bonds, also may include the right to participate in equity appreciation, and PIMCO will generally evaluate those instruments based primarily on their debt characteristics. The Fund may invest in debt
securities of stressed issuers. At any given time and from time to time, all or substantially all of the Fund&#146;s portfolio may consist of below investment grade securities. The Fund may invest in any level of the capital structure of an issuer
of mortgage-backed or asset-backed securities, including the equity or &#147;first loss&#148; tranche. The Fund will not normally invest more than 20% of its total assets in the equity tranche of CBOs, CLOs, or other CDOs. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest without limit in investment grade debt
securities and below investment grade debt securities (commonly referred to as &#147;high yield&#148; securities or &#147;junk bonds&#148;), including securities of stressed and distressed issuers. The Fund may invest without limit in securities of
U.S. issuers. Subject to the limit described below on investments in securities and instruments that are economically tied to &#147;emerging market&#148; countries, the Fund may invest without limit in securities of foreign <FONT
STYLE="white-space:nowrap">(non-U.S.)</FONT> issuers, securities traded principally outside of the United States, and securities denominated in currencies other than the U.S. dollar. The Fund may invest without limit in short-term investment grade
sovereign debt, including short-term investment grade sovereign debt issued by emerging market issuers. The Fund may invest up to 40% of its total assets in securities and instruments that are economically tied to &#147;emerging market&#148;
countries other than investments in short-term investment grade sovereign debt issued by emerging market issuers, where as noted above there is no limit. The Fund may also invest directly in foreign currencies, including local emerging market
currencies. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest up to 20% of its
total assets in common stocks from time to time, including those it has received through the conversion of a convertible security held by the Fund or in connection with the restructuring of a debt security. Common stocks include common shares and
other common equity interest issued by public or private issuers. The Fund may invest in securities that have not been registered for public sale in the U.S. or relevant <FONT STYLE="white-space:nowrap">non-U.S.</FONT> jurisdiction, including
without limitation securities eligible for purchase and sale pursuant to Rule 144A under the Securities Act of 1933, as amended, or relevant provisions of applicable <FONT STYLE="white-space:nowrap">non-U.S.</FONT> law, and other securities issued
in private placements. The Fund may also invest in preferred
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
securities. The Fund may invest up to 40% of its total assets in bank loans (including, among others, senior loans, delayed funding loans, covenant-lite obligations and revolving credit
facilities). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may, but is not required to,
utilize various derivative strategies (both long and short positions) involving the purchase or sale of futures and forward contracts (including foreign currency exchange contracts), call and put options, credit default swaps, total return swaps,
basis swaps and other swap agreements and other derivative instruments for investment purposes, leveraging purposes or in an attempt to hedge against market, credit, interest rate, currency and other risks in the portfolio. The Fund may purchase and
sell securities on a when-issued, delayed delivery or forward commitment basis and may engage in short sales. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may also invest in securities of other investment companies, including, without limit, ETFs, and may invest in foreign ETFs. The Fund may invest in REITs. The Fund may invest in
securities of companies with any market capitalization, including small and medium capitalizations. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund will not invest more than 10% of its total assets in event-linked instruments, and will not invest more than 7.5% of its total assets in event-linked instruments the performance of
which is linked to a particular event and region. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest without limit in illiquid investments (i.e., investments that the Fund reasonably expects cannot be sold or disposed of
in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of the investment). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may make investments in debt instruments and other securities or instruments directly or through one or more Subsidiaries. Any such
Subsidiary may invest, for example, in loans or any other security or other instrument that the Fund may hold directly. References herein to the Fund include, as applicable, references to a Subsidiary in respect of the Fund&#146;s investment
exposure. Any allocation of the Fund&#146;s portfolio in a Subsidiary may vary over time and might not always include all of the different types of investments described&nbsp;herein. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may enter into repurchase agreements, in which the Fund purchases a security from a bank or broker-dealer
and bank or broker-dealer agrees to repurchase the security at the Fund&#146;s cost plus interest within a specified time. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For the purpose of achieving income, the Fund may lend its portfolio securities to brokers, dealers or other financial institutions provided
a&nbsp;number of conditions are satisfied, including that the loan is fully&nbsp;collateralized. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Principal Investment Strategies<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The length of time the Fund has held a particular security is not generally a consideration in
investment decisions. A change in the securities held by the Fund is known as &#147;portfolio turnover.&#148; The Fund may engage in frequent and active trading of portfolio securities to achieve its investment objectives, particularly during
periods of volatile market movements. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Temporary Defensive Investments.</I></B>&nbsp;&nbsp;In attempting to respond to adverse market, economic, political, or other
conditions, as determined by PIMCO, when PIMCO deems it appropriate to do so, the Fund may, for temporary defensive purposes, deviate from its investment strategy by investing some or all of its total assets in investments such as high grade debt
securities, including high quality, short-term debt securities, and cash and cash equivalents. The Fund may not achieve its investment objectives when it does so. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Use of Leverage </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may obtain leverage through reverse repurchase
agreements or borrowings, such as through bank loans or commercial paper or other credit facilities. The Fund may also enter into transactions other than those noted above that may give rise to a form of leverage including, among others, credit
default swaps, dollar rolls, futures and forward contracts (including foreign currency exchange contracts), total return swaps and other derivative transactions, loans of portfolio securities, short sales and when-issued, delayed delivery and
forward commitment transactions. Although it has no current intention to do so, the Fund may also determine to issue preferred shares or other types of senior securities to add leverage to its&nbsp;portfolio. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Under normal market conditions, the Fund will limit its use of
leverage from reverse repurchase agreements (whether or not these instruments are covered in accordance with the standards of the Investment Company Act of 1940, as amended (the &#147;1940 Act&#148;)) such that the proceeds therefrom to the Fund
will not exceed 50% of the Fund&#146;s total assets (including the amounts of leverage obtained through the use of such instruments) at the time utilized. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund utilizes certain kinds of leverage, such as reverse repurchase agreements and credit default swaps, opportunistically and may choose
to increase or decrease, or eliminate entirely, its use of such leverage over time and from time to time based on PIMCO&#146;s assessment of the yield curve environment, interest rate trends, market conditions and other factors. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund also may borrow money in order to repurchase its shares
or as a temporary measure for extraordinary or emergency purposes, including for the payment of dividends or the settlement of securities transactions which otherwise might require untimely dispositions of portfolio securities held by the Fund.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PIMCO Strategic Income Fund, Inc. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Leveraging PIMCO&#146;s core analytical and risk management
capabilities, the Fund&#146;s portfolio managers can select what they believe to be the most attractive issues across the full range of fixed income sectors including corporate debt, government and sovereign debt, mortgage-related and other
asset-backed securities and other income-producing securities of varying maturities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund normally invests at least 80% of its net assets (plus any borrowings for investment purposes) in a combination of income-producing securities of
<FONT STYLE="white-space:nowrap">non-corporate</FONT> issuers, such as securities issued or guaranteed by the U.S. or foreign governments, mortgage-related and other asset-backed securities issued on a public or private basis, corporate debt
obligations and other income-producing securities of varying maturities issued by U.S. or foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> corporations or other business entities, including emerging market issuers, and municipal securities
(the &#147;80% policy&#148;). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Portfolio Management
Strategies </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Dynamic Allocation
Strategy.</I></B>&nbsp;&nbsp;On behalf of the Fund, the Fund&#146;s investment manager, PIMCO, employs an active approach to allocation among multiple fixed income sectors based on, among other things, market conditions, valuation assessments,
economic outlook, credit market trends and other economic factors. With PIMCO&#146;s macroeconomic analysis as the basis for <FONT STYLE="white-space:nowrap">top-down</FONT> investment decisions, including geographic and credit sector emphasis, the
Fund focuses on seeking the best income generating investment ideas across multiple fixed income sectors, with an emphasis on seeking opportunities in developed and emerging global credit markets. PIMCO may choose to focus on particular
countries/regions (e.g., U.S. vs. foreign), asset classes, industries and sectors to the exclusion of others at any time and from time to time based on market conditions and other factors. The relative value assessment within fixed income sectors
draws on PIMCO&#146;s regional and sector specialist&nbsp;expertise. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Investment Selection Strategies.</I></B>&nbsp;&nbsp;Once the Fund&#146;s <FONT STYLE="white-space:nowrap">top-down,</FONT> portfolio positioning decisions have been made as described
above, PIMCO selects particular investments for the Fund by employing a <FONT STYLE="white-space:nowrap">bottom-up,</FONT> disciplined credit approach which is driven by fundamental, independent research within each sector/asset class represented in
the Fund, with a focus on identifying securities and other instruments with solid and/or improving fundamentals. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PIMCO utilizes strategies that focus on credit quality analysis, duration management and other risk management techniques. PIMCO attempts to identify, through fundamental research driven by
independent credit analysis and proprietary analytical tools, debt obligations and other income-producing securities that provide current income and/or
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">opportunities for capital appreciation based on its analysis of the issuer&#146;s credit
characteristics and the position of the security in the issuer&#146;s capital structure. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Consideration of yield is only one component of the portfolio managers&#146; approach in managing the Fund. PIMCO also attempts to identify investments that may appreciate in value based on
PIMCO&#146;s assessment of the issuer&#146;s credit characteristics, forecast for interest rates and outlook for particular countries/regions, currencies, industries, sectors and the global economy and bond markets&nbsp;generally. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Credit Quality.</I></B>&nbsp;&nbsp;The Fund may invest up
to 20% of its total assets in debt instruments that are, at the time of purchase, rated below investment grade (below Baa3 by Moody&#146;s or below <FONT STYLE="white-space:nowrap">BBB-</FONT> by either S&amp;P or Fitch), or unrated but determined
by PIMCO to be of comparable quality. Debt instruments of below investment grade quality are regarded as having predominantly speculative characteristics with respect to capacity to pay interest and to repay principal, and are commonly referred to
as &#147;high yield&#148; securities or &#147;junk bonds.&#148; Debt instruments in the lowest investment grade category also may be considered to possess some speculative characteristics. The Fund may, for hedging, investment or leveraging
purposes, make use of credit default swaps, which are contracts whereby one party makes periodic payments to a counterparty in exchange for the right to receive from the counterparty a payment equal to the par (or other agreed-upon) value of a
referenced debt obligation in the event of a default or other credit event by the issuer of the debt obligation. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Independent Credit Analysis.</I></B>&nbsp;&nbsp;PIMCO relies primarily on its own analysis of the credit quality and risks associated with individual debt instruments considered for the
Fund, rather than relying exclusively on rating agencies or third-party research. The Fund&#146;s portfolio managers utilize this information in an attempt to minimize credit risk and to identify issuers, industries or sectors that are undervalued
or that offer attractive yields relative to PIMCO&#146;s assessment of their credit characteristics. This aspect of PIMCO&#146;s capabilities will be particularly important to the extent that the Fund invests in high yield securities and in
securities of emerging market issuers. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Portfolio
Contents </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For purposes of the Fund&#146;s 80%
policy, income-producing securities may include, without limitation, bonds, debentures, notes, and other debt securities of U.S. and foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> corporate and other issuers, including commercial paper;
asset-backed securities issued on a public or private basis; U.S. Government securities; obligations of foreign governments or their <FONT STYLE="white-space:nowrap">sub-divisions,</FONT> agencies and government sponsored enterprises and obligations
of international agencies and
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
supranational entities; municipal securities and other debt securities issued by states or local governments and their agencies, authorities and other government-sponsored enterprises, including
taxable municipal securities (such as Build America Bonds); <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">payment-in-kind</FONT></FONT> securities; <FONT STYLE="white-space:nowrap">zero-coupon</FONT> bonds; inflation-indexed
bonds issued by both governments and corporations; structured notes, including hybrid or indexed securities; credit-linked notes; covenant-lite obligations; credit-linked trust instruments; structured credit products; preferred securities;
convertible debt securities (i.e., debt securities that may be converted at either a stated price or stated rate into underlying shares of common stock), including synthetic convertible debt securities (i.e., instruments created through a
combination of separate securities that possess the two principal characteristics of a traditional convertible security, such as an income-producing security and the right to acquire an equity security and contingent convertible securities);
collateralized mortgage obligations; bank capital securities; and bank certificates of deposit, fixed time deposits and bankers&#146; acceptances. The rate of interest on an income-producing security may be fixed, floating or variable, and may move
in the opposite direction to interest rates generally or the interest rate on another security or index (i.e., inverse floaters). At any given time and from time to time substantially all of the Fund&#146;s portfolio may consist of below investment
grade securities. The Fund may invest in debt securities of stressed issuers. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition, the Fund will invest a minimum of 33% of its net assets in U.S. debt securities and may not invest more than 67% of its total assets in foreign debt instruments, including a
maximum of 40% of its total assets in securities and instruments that are economically tied to emerging market countries (this limitation does not apply to investment grade sovereign debt denominated in the relevant country&#146;s local currency
with less than 1 year remaining to maturity). Further, the Fund may invest up to 45% of its total assets in the securities of governmental or corporate issuers located in a single foreign country, subject to the 67% of total assets limitation on
foreign securities holdings. The Fund may invest without limitation in investment grade sovereign debt denominated in the relevant country&#146;s local currency with less than 1 year remaining to maturity, subject to applicable law and any other
restrictions described in the Fund&#146;s prospectus, Statement of Additional Information or shareholder reports in effect from time to time. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may utilize various derivative strategies (both long and short positions) involving the purchase or sale of futures and forward
contracts (including foreign currency exchange contracts), call and put options, credit default swaps, total return swaps, basis swaps and other swap agreements and other derivative instruments for investment purposes, leveraging purposes or in an
attempt to hedge against market, credit, interest rate, currency and other risks in the portfolio. The Fund may purchase and sell securities on a when-issued,
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Principal Investment Strategies<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
delayed delivery or forward commitment basis and may engage in short sales to the extent that short sales do not represent more than 25% of the Fund&#146;s total assets. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest up to 20% of its total assets in common
stocks and other equity securities from time to time, including those it has received through the conversion of a convertible security held by the Fund or in connection with the restructuring of a debt security. The Fund may invest up to 15% of its
total assets in any combination of interest-only or inverse floating rate obligations and residual interests of real estate mortgage investment conduits. The weighted average life of the Fund&#146;s investments, under normal market conditions, is
expected to be less than 10 years. The Fund may invest up to 20% of its total assets in commercial mortgage-related securities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest in securities that have not been registered for public sale in the U.S. or relevant
<FONT STYLE="white-space:nowrap">non-U.S.</FONT> jurisdiction, including without limitation securities eligible for purchase and sale pursuant to Rule 144A under the Securities Act, or relevant provisions of applicable
<FONT STYLE="white-space:nowrap">non-U.S.</FONT> law, and other securities issued in private placements. The Fund may also invest in securities of other investment companies, including, without limitation, ETFs, and may invest in foreign ETFs. The
Fund may invest in securities of companies with any market capitalization, including small and medium capitalizations. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest without limit in illiquid investments (i.e., investments that the Fund reasonably expects cannot be sold or disposed of
in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of the securities). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may enter into repurchase agreements, in which the Fund purchases a security from a bank or broker-dealer and the bank or
broker-dealer agrees to repurchase the security at the Fund&#146;s cost plus interest within a specified time. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For the purpose of achieving income, the Fund may lend its portfolio securities to brokers, dealers or other financial institutions provided a number of conditions are satisfied, including
that the loan is fully&nbsp;collateralized. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The
length of time the Fund has held a particular security is not generally a consideration in investment decisions. A change in the securities held by the Fund is known as &#147;portfolio turnover.&#148; The Fund may engage in frequent and active
trading of portfolio securities to achieve its investment objectives, particularly during periods of volatile market movements. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Temporary Defensive Investments.</I></B>&nbsp;&nbsp;Upon PIMCO&#146;s recommendation, for temporary defensive purposes or in order to
keep its cash fully invested, the Fund may deviate from its investment strategy by
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
investing some or all of its total assets in investments such as high grade debt securities, including high-quality, short-term debt instruments, and cash and cash equivalents. The Fund may not
achieve its investment objectives when it does so. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Use of Leverage </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may obtain leverage through reverse repurchase agreements, dollar rolls or borrowings, such as through bank loans or commercial
paper or other credit facilities. The Fund may also enter into transactions other than those noted above that may give rise to a form of leverage including, among others, credit default swaps, futures and forward contracts (including foreign
currency exchange contracts), total return swaps and other derivative transactions, loans of portfolio securities, short sales and when-issued, delayed delivery and forward commitment transactions. Although it has no current intention to do so, the
Fund may also determine to issue preferred shares or other types of senior securities to add leverage to its&nbsp;portfolio. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund utilizes certain kinds of leverage, such as reverse repurchase agreements and credit default swaps, opportunistically and may choose
to increase or decrease, or eliminate entirely, its use of such leverage over time and from time to time based on PIMCO&#146;s assessment of the yield curve environment, interest rate trends, market conditions and other factors. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund also may borrow money in order to repurchase its shares
or as a temporary measure for extraordinary or emergency purposes, including for the payment of dividends or the settlement securities transactions which otherwise might require untimely dispositions of portfolio securities held by the Fund.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PIMCO Dynamic Credit and Mortgage Income Fund </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund will seek to achieve its investment objectives by
utilizing a dynamic asset allocation strategy among multiple fixed income sectors in the global credit markets, including corporate debt (including, among other things, fixed-, variable- and floating-rate bonds, bank loans, convertible securities
and stressed debt securities issued by U.S. or foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> corporations or other business entities, including emerging market issuers), mortgage-related and other asset-backed securities, government and
sovereign debt, taxable municipal bonds and other fixed-, variable- and floating-rate income-producing securities of U.S. and foreign issuers, including emerging market issuers. The Fund may invest in investment grade debt securities and below
investment grade debt securities (commonly referred to as &#147;high yield&#148; securities or &#147;junk bonds&#148;), including securities of stressed and distressed issuers. The Fund cannot assure you that it will achieve its investment
objectives, and you could lose all of your investment in the Fund. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund normally invests at least 80% of its net assets (plus any borrowings for investment
purposes) in a portfolio of mortgage-related securities and other debt instruments of varying maturities (the &#147;80% policy&#148;). For purposes of the 80% policy, mortgage-related securities may include, without limitation, mortgage pass-through
securities, CMOs, commercial or residential mortgage-backed securities, mortgage dollar rolls, CMO residuals, stripped mortgage-backed securities, adjustable rate mortgage-backed securities and other securities that directly or indirectly represent
a participation in, or are secured by and payable from, mortgage loans on real property. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund cannot change its investment objectives without the approval of the holders of a &#147;majority of the outstanding&#148; shares of the Fund. A &#147;majority of the outstanding&#148;
shares (whether voting together as a single class or voting as a separate class) means (i) 67% or more of such shares present at a meeting, if the holders of more than 50% of those shares are present or represented by proxy, or (ii)&nbsp;more than
50% of such shares, whichever is less. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Portfolio
Management Strategies </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Dynamic Allocation
Strategy.</I></B>&nbsp;&nbsp;On behalf of the Fund, the Fund&#146;s investment manager, PIMCO, employs an active approach to allocation among multiple fixed income sectors based on, among other things, market conditions, valuation assessments,
economic outlook, credit market trends and other economic factors. With PIMCO&#146;s macroeconomic analysis as the basis for <FONT STYLE="white-space:nowrap">top-down</FONT> investment decisions, including geographic and credit sector emphasis, the
Fund focuses on seeking the best income generating investment ideas across multiple fixed income sectors, with an emphasis on seeking opportunities in developed and emerging global credit markets. PIMCO may choose to focus on particular
countries/regions (e.g., U.S. vs. foreign), asset classes, industries and sectors to the exclusion of others at any time and from time to time based on market conditions and other factors. The relative value assessment within fixed income sectors
draws on PIMCO&#146;s regional and sector specialist expertise. As a matter of fundamental policy, the Fund will normally invest at least 25% of its total assets (i.e., concentrate) in privately-issued (commonly known as <FONT
STYLE="white-space:nowrap">&#147;non-agency&#148;)</FONT> mortgage-related securities. The Fund will observe other investment guidelines as summarized below. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Investment Selection Strategies.</I></B>&nbsp;&nbsp;Once the Fund&#146;s <FONT STYLE="white-space:nowrap">top-down,</FONT> portfolio
positioning decisions have been made as described above, PIMCO selects particular investments for the Fund by employing a <FONT STYLE="white-space:nowrap">bottom-up,</FONT> disciplined credit approach which is driven by fundamental, independent
research within each sector/asset class represented in the Fund, with a focus on identifying securities and other instruments with solid and/or improving fundamentals.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PIMCO utilizes strategies that focus on credit quality analysis, duration management and other
risk management techniques. PIMCO attempts to identify, through fundamental research driven by independent credit analysis and proprietary analytical tools, debt obligations and other income-producing securities that provide current income and/or
opportunities for capital appreciation based on its analysis of the issuer&#146;s credit characteristics and the position of the security in the issuer&#146;s capital structure. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Consideration of yield is only one component of the portfolio
managers&#146; approach in managing the Fund. PIMCO also attempts to identify investments that may appreciate in value based on PIMCO&#146;s assessment of the issuer&#146;s credit characteristics, forecast for interest rates and outlook for
particular countries/regions, currencies, industries, sectors and the global economy and bond markets generally. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Credit Quality.</I></B>&nbsp;&nbsp;The Fund may invest without limit in debt instruments that are, at the time of purchase, rated below investment grade (below Baa3 by Moody&#146;s or
below <FONT STYLE="white-space:nowrap">BBB-</FONT> by either S&amp;P or Fitch), or unrated but determined by PIMCO to be of comparable quality. However, the Fund will not normally invest more than 20% of its total assets in debt instruments, other
than mortgage-related and other asset-backed securities, that are, at the time of purchase, rated CCC&#043; or lower by S&amp;P and Fitch and Caa1 or lower by Moody&#146;s, or that are unrated but determined by PIMCO to be of comparable quality to
securities so rated. The Fund may invest in mortgage-related and other asset-backed securities regardless of rating (i.e., of any credit quality). For purposes of applying the foregoing policy, in the case of securities with split ratings (i.e., a
security receiving two different ratings from two different rating agencies), the Fund will apply the higher of the applicable ratings. The Fund may invest in securities of stressed issuers, which include securities at risk of being in default as to
the repayment of principal and/or interest at the time of acquisition by the Fund or that are rated in the lower rating categories by one or more nationally recognized statistical rating organizations (for example, Ca or lower by Moody&#146;s or CC
or lower by S&amp;P or Fitch) or, if unrated, are determined by PIMCO to be of comparable quality. Debt instruments of below investment grade quality are regarded as having predominantly speculative characteristics with respect to capacity to pay
interest and to repay principal, and are commonly referred to as &#147;high yield&#148; securities or &#147;junk bonds.&#148; Debt instruments in the lowest investment grade category also may be considered to possess some speculative
characteristics. The Fund may, for hedging, investment or leveraging purposes, make use of credit default swaps, which are contracts whereby one party makes periodic payments to a counterparty in exchange for the right to receive from the
counterparty a payment equal to the par (or other agreed-upon) value of a referenced debt obligation in the event of a default or other credit event by the issuer of the debt obligation.
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
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<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Principal Investment Strategies<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Independent Credit Analysis.</I></B>&nbsp;&nbsp;PIMCO relies primarily on its own
analysis of the credit quality and risks associated with individual debt instruments considered for the Fund, rather than relying exclusively on rating agencies or third-party research. The Fund&#146;s portfolio managers utilize this information in
an attempt to minimize credit risk and to identify issuers, industries or sectors that are undervalued or that offer attractive yields relative to PIMCO&#146;s assessment of their credit characteristics. This aspect of PIMCO&#146;s capabilities will
be particularly important to the extent that the Fund invests in high yield securities and in securities of emerging market issuers. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Duration Management.</I></B>&nbsp;&nbsp;It is expected that the Fund normally will have a short to intermediate average portfolio
duration (i.e., within a zero to eight (0 to 8) year range), as calculated by PIMCO, although it may be shorter or longer at any time or from time to time depending on market conditions and other factors. While the Fund seeks to maintain a short to
intermediate average portfolio duration, there is no limit on the maturity or duration of any individual security in which the Fund may invest. PIMCO believes that maintaining duration within this range offers flexibility and the opportunity for
above-average returns while potentially limiting exposure to interest rate volatility and related risk. Duration is a measure used to determine the sensitivity of a security&#146;s price to changes in interest rates. The Fund&#146;s duration
strategy may entail maintaining a negative average portfolio duration from time to time, which would potentially benefit the portfolio in an environment of rising market interest rates, but would generally adversely impact the portfolio in an
environment of falling or neutral market interest rates. PIMCO may also utilize certain strategies, including without limit investments in structured notes or interest rate futures contracts or swap, cap, floor or collar transactions, for the
purpose of reducing the interest rate sensitivity of the Fund&#146;s portfolio, although there is no assurance that it will do so or that such strategies will be&nbsp;successful. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Portfolio Contents </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For purposes of the Fund&#146;s 80% policy, other debt
instruments may include, without limitation, bonds, debentures, notes, and other debt securities of U.S. and foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> corporate and other issuers, including commercial paper; asset-backed securities
issued on a public or private basis; U.S. Government securities; obligations of foreign governments or their <FONT STYLE="white-space:nowrap">sub-divisions,</FONT> agencies and government sponsored enterprises and obligations of international
agencies and supranational entities; municipal securities and other debt securities issued by states or local governments and their agencies, authorities and other government-sponsored enterprises, including taxable municipal securities (such as
Build America Bonds); <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">payment-in-kind</FONT></FONT> securities; <FONT STYLE="white-space:nowrap">zero-coupon</FONT> bonds; inflation-indexed bonds issued by both governments and
corporations; structured notes, including hybrid or
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
indexed securities; catastrophe bonds and other event-linked bonds; credit-linked notes; credit-linked trust instruments; structured credit products; bank loans (including, among others, senior
loans, delayed funding loans, revolving credit facilities and loan participations and assignments); preferred securities; convertible debt securities (i.e., debt securities that may be converted at either a stated price or stated rate into
underlying shares of common stock), including synthetic convertible debt securities (i.e., instruments created through a combination of separate securities that possess the two principal characteristics of a traditional convertible security, such as
an income-producing security and the right to acquire an equity security and contingent convertible securities); collateralized bond obligations, collateralized loan obligations and other collateralized debt obligations; bank capital securities; and
bank certificates of deposit, fixed time deposits and bankers&#146; acceptances. The rate of interest on an income-producing security may be fixed, floating or variable, and may move in the opposite direction to interest rates generally or the
interest rate on another security or index (i.e., inverse floaters). At any given time and from time to time substantially all of the Fund&#146;s portfolio may consist of below investment grade securities. The Fund may invest in debt securities of
stressed issuers. The Fund&#146;s investments in derivatives and other synthetic instruments that have economic characteristics similar to mortgage-related securities or other debt instruments will be counted toward satisfaction of this
80%&nbsp;policy. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest without limit
in securities of U.S. issuers and without limit in securities of foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> issuers, securities traded principally outside of the United States, and securities denominated in currencies other than the
U.S. dollar. The Fund may invest without limit in investment grade sovereign debt denominated in the relevant country&#146;s local currency with less than 1 year remaining to maturity (&#147;short-term investment grade sovereign debt&#148;),
including short-term investment grade sovereign debt issued by emerging market issuers. The Fund may invest up to 40% of its total assets in securities and instruments that are economically tied to emerging market countries (this limitation does not
apply to investment grade sovereign debt denominated in the relevant country&#146;s local currency with less than 1 year remaining to maturity). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As a matter of fundamental policy, the Fund normally invests at least 25% of its total assets (i.e., concentrates) in privately-issued
(commonly known as <FONT STYLE="white-space:nowrap">&#147;non-agency&#148;)</FONT> mortgage-related securities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may utilize various derivative strategies (both long and short positions) involving the purchase or sale of futures and forward contracts (including foreign currency exchange
contracts), call and put options, credit default swaps, total return swaps, basis swaps and other swap agreements and other derivative instruments for
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">investment purposes, leveraging purposes or in an attempt to hedge against market, credit,
interest rate, currency and other risks in the portfolio. The Fund may purchase and sell securities on a when-issued, delayed delivery or forward commitment basis and may engage in short sales. For purposes of the Fund&#146;s 80% policy, the Fund
values its derivative instruments based on their market value. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund will not normally invest directly in common stocks of operating companies. However, the Fund may own and hold common stocks in its portfolio from time to time in connection with a
corporate action or the restructuring of a debt instrument or through the conversion of a convertible security held by the Fund. The Fund may invest in securities that have not been registered for public sale in the U.S. or relevant <FONT
STYLE="white-space:nowrap">non-U.S.</FONT> jurisdiction, including without limitation securities eligible for purchase and sale pursuant to Rule&nbsp;144A under the Securities Act, or relevant provisions of applicable
<FONT STYLE="white-space:nowrap">non-U.S.</FONT> law, and other securities issued in private placements. The Fund may also invest in securities of other investment companies, including, without limitation, ETFs, and may invest in foreign ETFs. The
Fund may invest in REITs. The Fund may invest in securities of companies with any market capitalization, including small and medium capitalizations. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest without limit in illiquid investments (i.e., investments that the Fund reasonably expects cannot be sold or disposed of
in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of the securities). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may make investments in debt instruments and other securities directly or through one or more Subsidiaries. Each Subsidiary may
invest, for example, in whole loans or in shares, certificates, notes or other securities representing the right to receive principal and interest payments due on fractions of whole loans or pools of whole loans, or any other security or other
instrument that the Fund may hold directly. References herein to the Fund include references to a Subsidiary in respect of the Fund&#146;s investment exposure. The allocation of the Fund&#146;s portfolio in a Subsidiary will vary over time and might
not always include all of the different types of investments described herein. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest, either directly or indirectly through its wholly-owned and controlled Subsidiaries, in shares, certificates, notes or other securities issued by a special purpose entity
(&#147;SPE&#148;) sponsored by an alternative lending platform or its affiliates (the &#147;Sponsor&#148;) that represent the right to receive principal and interest payments due on pools of whole loans or fractions of whole loans, which may (or may
not) be issued by the Sponsor, held by the SPE (&#147;Alt Lending ABS&#148;) backed by consumer, residential or other loans, issued by an SPE sponsored by an online or alternative lending platform or an affiliate&nbsp;thereof.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">When acquiring loans or purchasing Alt Lending ABS, the Fund is not restricted by any
particular borrower credit criteria. Accordingly, certain loans acquired by the Fund or underlying any Alt Lending ABS purchased by the Fund may be subprime in quality, or may become subprime in quality. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may enter into repurchase agreements, in which the Fund
purchases a security from a bank or broker-dealer and the bank or broker-dealer agrees to repurchase the security at the Fund&#146;s cost plus interest within a specified time. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For the purpose of achieving income, the Fund may lend its
portfolio securities to brokers, dealers or other financial institutions provided a number of conditions are satisfied, including that the loan is fully&nbsp;collateralized. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The length of time the Fund has held a particular security is
not generally a consideration in investment decisions. A change in the securities held by the Fund is known as &#147;portfolio turnover.&#148; The Fund may engage in frequent and active trading of portfolio securities to achieve its investment
objectives, particularly during periods of volatile market movements. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><I>Temporary Defensive Investments.</I>&nbsp;&nbsp;Upon PIMCO&#146;s recommendation, for temporary defensive purposes or in order to keep its cash fully invested, the Fund may deviate from
its investment strategy by investing some or all of its total assets in investments such as high grade debt securities, including high quality, short-term debt securities, and cash and cash equivalents. The Fund may not achieve its investment
objectives when it does so. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Use of Leverage
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may obtain leverage through reverse
repurchase agreements, dollar rolls or borrowings, such as through bank loans or commercial paper or other credit facilities. The Fund may also enter into transactions other than those noted above that may give rise to a form of leverage including,
among others, credit default swaps, futures and forward contracts (including foreign currency exchange contracts), total return swaps and other derivative transactions, loans of portfolio securities, short sales and when-issued, delayed delivery and
forward commitment transactions. Although it has no current intention to do so, the Fund may also determine to issue preferred shares or other types of senior securities to add leverage to its&nbsp;portfolio. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Under normal market conditions, the Fund will limit its use of
leverage from any combination of (i)&nbsp;reverse repurchase agreements or dollar roll transactions (whether or not these instruments are covered as discussed below), (ii), borrowings (i.e., loans or lines of credit from banks or other credit
facilities), (iii) any future issuance of preferred </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>161</B></FONT></TD></TR></TABLE></DIV>


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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Principal Investment Strategies<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
shares, and (iv)&nbsp;to the extent described below, credit default swaps, other swap agreements and futures contracts (whether or not these instruments are covered with segregated assets as
discussed below) such that the assets attributable to the use of such leverage will not exceed 50% of the Fund&#146;s total assets (including, for purposes of the 50% limit, the amounts of leverage obtained through the use of such instruments) (the
&#147;50% policy&#148;). For these purposes, assets attributable to the use of leverage from credit default swaps, other swap agreements and futures contracts will be determined based on the current market value of the instrument if it is cash
settled or based on the notional value of the instrument if it is not cash settled. In addition, assets attributable to credit default swaps, other swap agreements or futures contracts will not be counted towards the 50% policy to the extent that
the Fund owns offsetting positions or enters into offsetting transactions. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund utilizes certain kinds of leverage, such as reverse repurchase agreements and credit default swaps, opportunistically and may choose to increase or decrease, or eliminate entirely,
its use of such leverage over time and from time to time based on PIMCO&#146;s assessment of the yield curve environment, interest rate trends, market conditions and other factors. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund also may borrow money in order to repurchase its shares
or as a temporary measure for extraordinary or emergency purposes, including for the payment of dividends or the settlement of securities transactions which otherwise might require untimely dispositions of portfolio securities held by the Fund.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PIMCO Dynamic Income Fund </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund will seek to achieve its investment objectives by
utilizing a dynamic asset allocation strategy among multiple fixed income sectors in the global credit markets, including corporate debt (including, among other things, fixed-, variable- and floating-rate bonds, bank loans, convertible securities
and stressed debt securities issued by U.S. or foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> corporations or other business entities, including emerging market issuers), mortgage-related and other asset-backed securities, government and
sovereign debt, taxable municipal bonds and other fixed-, variable- and floating-rate income-producing securities of U.S. and foreign issuers, including emerging market issuers. The Fund may invest in investment grade debt securities and below
investment grade debt securities (commonly referred to as &#147;high yield&#148; securities or &#147;junk bonds&#148;), including securities of stressed issuers. The Fund cannot assure you that it will achieve its investment objectives, and you
could lose all of your investment in the Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Portfolio Management Strategies </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Dynamic Allocation Strategy.</I></B>&nbsp;&nbsp;On behalf of the Fund, the Fund&#146;s investment manager,PIMCO, employs an active
approach to allocation
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
among multiple fixed income sectors based on, among other things, market conditions, valuation assessments, economic outlook, credit market trends and other economic factors. With PIMCO&#146;s
macroeconomic analysis as the basis for <FONT STYLE="white-space:nowrap">top-down</FONT> investment decisions, including geographic and credit sector emphasis, the Fund focuses on seeking the best income generating investment ideas across multiple
fixed income sectors, with an emphasis on seeking opportunities in developed and emerging global credit markets. PIMCO may choose to focus on particular countries/regions (e.g., U.S. vs. foreign), asset classes, industries and sectors to the
exclusion of others at any time and from time to time based on market conditions and other factors. The relative value assessment within fixed income sectors draws on PIMCO&#146;s regional and sector specialist expertise. As a matter of fundamental
policy, the Fund will normally invest at least 25% of its total assets in privately-issued (commonly known as <FONT STYLE="white-space:nowrap">&#147;non-agency&#148;)</FONT> mortgage-related securities. The Fund will observe various investment
guidelines as summarized below. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Investment
Selection Strategies.</I></B>&nbsp;&nbsp;Once the Fund&#146;s <FONT STYLE="white-space:nowrap">top-down,</FONT> portfolio positioning decisions have been made as described above, PIMCO selects particular investments for the Fund by employing a <FONT
STYLE="white-space:nowrap">bottom-up,</FONT> disciplined credit approach which is driven by fundamental, independent research within each sector/asset class represented in the Fund, with a focus on identifying securities and other instruments with
solid and/or improving&nbsp;fundamentals. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PIMCO
utilizes strategies that focus on credit quality analysis, duration&nbsp;management and other risk management techniques. PIMCO attempts to&nbsp;identify, through fundamental research driven by independent credit&nbsp;analysis and proprietary
analytical tools, debt obligations and other income-producing securities that provide current income and/or opportunities for capital appreciation based on its analysis of the issuer&#146;s credit characteristics&nbsp;and the position of the
security in the issuer&#146;s capital structure. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Consideration of yield is only one component of the portfolio managers&#146; approach in managing the Fund. PIMCO also attempts
to&nbsp;identify investments that may appreciate in value based on PIMCO&#146;s&nbsp;assessment of the issuer&#146;s credit characteristics, forecast for&nbsp;interest&nbsp;rates and outlook for particular countries/regions,
currencies,&nbsp;industries, sectors and the global economy and bond markets&nbsp;generally.</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Credit Quality.</I></B>&nbsp;&nbsp;The Fund may invest in debt instruments that are, at the time of purchase, rated below investment grade, or unrated but determined by PIMCO to be of
comparable quality. However, the Fund will not normally invest more than 20% of its total assets in debt instruments, other than mortgage-related and other asset-backed securities, that are, at the time of purchase, rated CCC&#043; or lower by
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">S&amp;P, and Fitch and Caa1 or lower by Moody&#146;s, or that are unrated but determined by
PIMCO to be of comparable quality to securities so rated. The Fund may invest without limit in mortgage-related and other asset-backed securities regardless of rating&#151;<B><I>i.e.,</I></B>&nbsp;of any credit quality. For purposes of applying the
foregoing policies, in the case of securities with split ratings (<B><I>i.e.,</I></B>&nbsp;a security receiving two different ratings from two different rating agencies), the Fund will apply the higher of the applicable ratings. Subject to the
aforementioned investment restrictions, the Fund may invest in securities of stressed issuers, which include securities at risk of being in default as to the repayment of principal and/or interest at the time of acquisition by the Fund or that are
rated in the lower rating categories by one or more nationally recognized statistical rating organizations (for example, Ca or lower by Moody&#146;s or CC or lower by S&amp;P or Fitch) or, if unrated, are determined by PIMCO to be of comparable
quality. Debt instruments of below investment grade quality are regarded as having predominantly speculative characteristics with respect to capacity to pay interest and to repay principal, and are commonly referred to as &#147;high yield&#148;
securities or &#147;junk bonds.&#148; Debt instruments in the lowest investment grade category also may be considered to possess some speculative characteristics. The Fund may, for hedging, investment or leveraging purposes, make use of credit
default swaps, which are contracts whereby one party makes periodic payments to a counterparty in exchange for the right to receive from the counterparty a payment equal to the par (or other agreed-upon) value of a referenced debt obligation in the
event of a default or other credit event by the issuer of the debt obligation. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Independent Credit Analysis.</I></B>&nbsp;&nbsp;PIMCO relies primarily on its own analysis of the credit quality and risks associated with individual debt instruments considered for the
Fund, rather than relying exclusively on rating agencies or third-party research. The Fund&#146;s portfolio managers utilize this information in an attempt to minimize credit risk and to identify issuers, industries or sectors that are undervalued
or that offer attractive yields relative to PIMCO&#146;s assessment of their credit characteristics. This aspect of PIMCO&#146;s capabilities will be particularly important to the extent that the Fund invests in high yield securities and in
securities of emerging market issuers. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Duration Management.</I></B>&nbsp;&nbsp;It is expected that the Fund normally will have a&nbsp;short to intermediate average portfolio
duration (i.e., within a zero to eight&nbsp;year (0 to 8) range), as calculated by PIMCO, although it may be shorter or&nbsp;longer at any time or from time to time depending on market conditions&nbsp;and other factors. While the Fund seeks to
maintain a short to intermediate&nbsp;average portfolio duration, there is no limit on the maturity or duration of&nbsp;any individual security in which the Fund may invest. PIMCO believes that&nbsp;maintaining duration within this range offers
flexibility and the opportunity&nbsp;for above-average
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
returns while potentially limiting exposure to interest rate&nbsp;volatility and related risk. Duration is a measure used to determine the&nbsp;sensitivity of a security&#146;s price to change in
interest rates. The Fund&#146;s&nbsp;duration strategy may entail maintaining a negative average portfolio&nbsp;duration from time to time, which would potentially benefit the portfolio in&nbsp;an environment of rising market interest rates, but
would generally&nbsp;adversely impact the portfolio in an environment of falling or neutral market&nbsp;interest rates. PIMCO may also utilize certain strategies, including without&nbsp;limit investments in structured notes or interest rate futures
contracts or&nbsp;swap, cap, floor or collar transactions, for the purpose of reducing the&nbsp;interest rate sensitivity of the Fund&#146;s portfolio, although there is no&nbsp;assurance that it will do so or that such strategies will
be&nbsp;successful. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Portfolio Contents </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund normally invests worldwide in a portfolio of debt
obligations and&nbsp;other income-producing securities of any type and credit quality, with&nbsp;varying maturities and related derivative instruments. The Fund&#146;s portfolio of&nbsp;debt obligations and income-producing securities may include,
without&nbsp;limitation, bonds, debentures, notes, and other debt securities of U.S. and&nbsp;foreign (non-U.S.) corporate and other issuers, including commercial paper;&nbsp;mortgage-related and other asset-backed securities issued by
governmental&nbsp;agencies or other governmental entities or by private originators or issuers (including mortgage pass-through securities, collateralized mortgage obligations, adjustable rate mortgage-backed securities, stripped mortgage-backed
securities, collateralized bond obligations, collateralized loan obligations and other collateralized debt obligations);&nbsp;U.S. Government securities; obligations of foreign governments or their
<FONT STYLE="white-space:nowrap">sub-divisions,</FONT> agencies and government sponsored enterprises and obligations&nbsp;of international agencies and supranational entities; municipal securities&nbsp;and other debt securities issued by states or
local governments and their&nbsp;agencies, authorities and other government-sponsored enterprises,&nbsp;including taxable municipal securities (such as Build America
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Bonds);&nbsp;payment-in-kind</FONT></FONT> securities; <FONT STYLE="white-space:nowrap">step-ups;</FONT> <FONT STYLE="white-space:nowrap">zero-coupon</FONT> bonds; inflation-indexed
bonds&nbsp;issued by both governments and corporations; structured notes, including&nbsp;hybrid or indexed securities; catastrophe bonds and other event-linked&nbsp;bonds; credit-linked notes; credit-linked trust instruments; structured credit
products; bank loans (including,&nbsp;among others, senior loans, delayed funding loans, revolving credit facilities&nbsp;and loan participations and assignments); preferred securities; convertible&nbsp;debt securities (i.e., debt securities that
may be converted at either a stated&nbsp;price or stated rate into underlying shares of common stock), including&nbsp;synthetic convertible debt securities (i.e., instruments created through a&nbsp;combination of separate securities that possess the
two principal&nbsp;characteristics of a traditional convertible security, such as an income-producing security and the right to acquire an equity security) and&nbsp;contingent convertible
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>163</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Principal Investment Strategies<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
securities; and bank certificates of deposit, fixed time&nbsp;deposits and bankers&#146; acceptances. The rate of interest on an income-producing security may be fixed, floating or variable, and
may move in the opposite direction to interest rates generally or the interest rate on another security or index (i.e., inverse floaters). Certain corporate&nbsp;income-producing securities, such as convertible bonds, also may include&nbsp;the right
to participate in equity appreciation, and PIMCO will generally&nbsp;evaluate those instruments based primarily on their debt characteristics. The&nbsp;Fund may invest in debt securities of stressed issuers. Subject to the&nbsp;investment
limitations described under &#147;Credit Quality&#148; above, at any given time and from time to time, substantially all of the Fund&#146;s portfolio may&nbsp;consist of below investment grade securities and/or mortgage-related or&nbsp;other types
of asset backed securities. The Fund may invest in any level of&nbsp;the capital structure of an issuer of mortgage-backed or asset-backed&nbsp;securities, including the equity or &#147;first loss&#148; tranche. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest without limit in securities of U.S. issuers
and without limit in securities of foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> issuers, securities traded principally outside of the United States, and securities denominated in currencies other than the U.S. dollar. The Fund may
invest without limit in investment grade sovereign debt denominated in the relevant country&#146;s local currency with less than 1 year remaining to maturity (&#147;short-term investment grade sovereign debt&#148;), including short-term investment
grade sovereign debt issued by emerging market issuers. The Fund may invest up to 40% of its total assets in securities and instruments that are economically tied to &#147;emerging market&#148; countries other than investments in short-term
investment grade sovereign debt issued by emerging market issuers, where as noted above there is no limit. The Fund may also invest directly in foreign currencies, including local emerging market currencies. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may normally invest up to 40% of its total assets in
bank loans (including, among others, senior loans, delayed funding loans, revolving credit facilities and loan participations and assignments). The Fund will not normally invest more than 10% of its total assets in convertible debt securities (i.e.,
debt securities that may be converted at either a stated price or stated rate into underlying shares of common stock), including synthetic convertible debt securities (i.e., instruments created through a combination of separate securities that
possess the two principal characteristics of a traditional convertible security, i.e., an income-producing security and the right to acquire an equity security). The Fund may also invest in preferred securities. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As a matter of fundamental policy, the Fund will normally invest
at least 25% of its total assets in privately-issued (commonly known as <FONT STYLE="white-space:nowrap">&#147;non-agency&#148;)</FONT> mortgage-related securities.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may, but is not required to, utilize various derivative strategies (both long and
short positions) involving the purchase or sale of futures and forward contracts (including foreign currency exchange contracts), call and put options, credit default swaps, total return swaps, basis swaps and other swap agreements and other
derivative instruments for investment purposes, leveraging purposes or in an attempt to hedge against market, credit, interest rate, currency and other risks in the portfolio. The Fund may purchase and sell securities on a when-issued, delayed
delivery or forward commitment basis and may engage in short sales. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund will not normally invest directly in common stocks of operating companies. However, the Fund may own and hold common stocks of operating companies in its portfolio from time to time
in connection with a corporate action or the restructuring of a debt instrument, or through the conversion of a convertible security held by the Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest in securities that have not been registered for public&nbsp;sale in the U.S. or relevant
<FONT STYLE="white-space:nowrap">non-U.S.</FONT> jurisdictions, including without limit&nbsp;securities eligible for purchase and sale pursuant to Rule 144A under the&nbsp;Securities Act, or relevant provisions&nbsp;of applicable <FONT
STYLE="white-space:nowrap">non-U.S.</FONT> law, and other securities issued in private&nbsp;placements. The Fund may also invest in securities of other investment&nbsp;companies, including, without limit, ETFs, and&nbsp;may invest in foreign ETFs.
The Fund may invest in REITs. The Fund may invest in securities of companies with any&nbsp;market capitalization, including small and medium capitalizations. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest without limit in illiquid securities (i.e., securities that cannot be disposed of within seven days in the ordinary
course of&nbsp;business at approximately the value at which the Fund has valued the&nbsp;securities). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may make investments in debt instruments and other securities or instruments directly or through one or more Subsidiaries. Each Subsidiary may invest, for example, in whole loans or
in shares, certificates, notes or other securities representing the right to receive principal and interest payments due on fractions of whole loans or pools of whole loans, or any other security or other instrument that the Fund may hold directly.
References herein to the Fund include references to a Subsidiary in respect of the Fund&#146;s investment exposure. The allocation of the Fund&#146;s portfolio in a Subsidiary will vary over time and might not always include all of the different
types of investments described herein. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may
invest, either directly or indirectly through its wholly-owned and controlled Subsidiaries, in Alt Lending ABS backed by consumer, residential or other loans, issued by an SPE sponsored by an online or alternative lending platform or an
affiliate&nbsp;thereof. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">When acquiring loans or purchasing Alt Lending ABS, the Fund is not restricted by any
particular borrower credit criteria. Accordingly, certain loans acquired by the Fund or underlying any Alt Lending ABS purchased by the Fund may be subprime in quality, or may become subprime in quality. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may enter into repurchase agreements, in which the Fund
purchases a security from a bank or broker-dealer and the bank or broker-dealer agrees to repurchase the security at the Fund&#146;s cost plus interest within a specified time. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For the purpose of achieving income, the Fund may lend its
portfolio securities to brokers, dealers or other financial institutions provided a&nbsp;number of conditions are satisfied, including that the loan is fully&nbsp;collateralized. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The length of time the Fund has held a particular security is
not generally a consideration in investment decisions. A change in the securities held by the Fund is known as &#147;portfolio turnover.&#148; The Fund may engage in frequent and active trading of portfolio securities to achieve its investment
objectives, particularly during periods of volatile market movements. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B><I>Temporary Defensive Investments.</I></B>&nbsp;&nbsp;Upon PIMCO&#146;s recommendation, for temporary defensive purposes or in order to keep its cash fully invested, the Fund may deviate
from its investment strategy by investing some or all of its total assets in investments such as high grade debt securities, including high quality, short-term debt securities, and cash and cash equivalents. The Fund may not achieve its investment
objectives when it does so. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Use of Leverage
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may obtain leverage through reverse
repurchase agreements, dollar rolls or borrowings, such as through bank loans or commercial paper or other credit facilities. The Fund may also enter into transactions other than those noted above that may give rise to a form of leverage including,
among others, credit default swaps, futures and forward contracts (including foreign currency exchange contracts), total return swaps and other derivative transactions, loans of portfolio securities, short sales and when-issued, delayed delivery and
forward commitment transactions. Although it has no current intention to do so, the Fund may also determine to issue preferred shares or other types of senior securities to add leverage to its&nbsp;portfolio. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Under normal market conditions, the Fund will limit its use of
leverage from any combination of (i)&nbsp;reverse repurchase agreements or dollar roll transactions (whether or not these instruments are covered as discussed below), (ii), borrowings (i.e., loans or lines of credit from
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
banks or other credit facilities), (iii) any future issuance of preferred shares, and (iv)&nbsp;to the extent described below, credit default swaps, other swap agreements and futures contracts
(whether or not these instruments are covered with segregated assets as discussed below) such that the assets attributable to the use of such leverage will not exceed 50% of the Fund&#146;s total assets (including, for purposes of the 50% limit, the
amounts of leverage obtained through the use of such&nbsp;instruments). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund utilizes certain kinds of leverage, such as reverse repurchase agreements and credit default swaps, opportunistically and may choose to increase or decrease, or eliminate entirely,
its use of such leverage over time and from time to time based on PIMCO&#146;s assessment of the yield curve environment, interest rate trends, market conditions and other factors. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund also may borrow money in order to repurchase its shares
or as a temporary measure for extraordinary or emergency purposes, including for the payment of dividends or the settlement of securities transactions which otherwise might require untimely dispositions of portfolio securities held by the Fund.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP> When used in this section, the term &#147;invest&#148; includes both direct and indirect investing and the term &#147;investments&#148; includes both direct and indirect
investments. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>165</B></FONT></TD></TR></TABLE></DIV>


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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_18c"></A>Principal Risks of the Funds<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The factors that are most likely to have a material effect on a particular Fund&#146;s portfolio as a whole are called &#147;principal risks.&#148; Each Fund is subject to the principal risks
indicated below, whether through direct investments, investments by a subsidiary (if applicable) or derivative positions. Each Fund may be subject to additional risks other than those identified and described below because the types of investments
made by a Fund can change over time. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCM<BR>Fund,<BR>Inc.<BR>(PCM)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Global<BR>StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp;<BR>Income&nbsp;Fund<BR>(PGP)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Income<BR>Opportunity<BR>Fund (PKO)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Strategic<BR>Income<BR>Fund,&nbsp;Inc.<BR>(RCS)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic<BR>Credit&nbsp;and<BR>Mortgage<BR>Income&nbsp;Fund<BR>(PCI)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic<BR>Income<BR>Fund&nbsp;(PDI)</B></FONT></TD></TR>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Anti-Takeover Provisions</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Asset Allocation Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Call Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Certain Affiliations</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Collateralized Loan Obligations Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Confidential Information Access Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Contingent Convertible Securities Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Convertible Securities Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Counterparty Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#147;Covenant-Lite&#148; Obligations Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Credit Default Swaps Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Credit Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Currency Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cybersecurity Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Debt Securities Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Derivatives Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Distressed and Defaulted Securities Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Emerging Markets Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Equity Securities and Related Market Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Focused Investment Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign (Non-U.S.) Investment Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Fund Distribution Rates</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">High Yield Securities Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Inflation/Deflation Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Inflation-Indexed Security Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest Rate Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Issuer Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Leverage Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Liquidity Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Loans and Other Indebtedness; Loan Participations and Assignments Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Management Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Discount Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Disruptions Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Mortgage-Related and Other Asset-Backed Securities Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Operational Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other Investment Companies Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Platform Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Portfolio Turnover Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Potential Conflicts of Interest Risk-Allocation of Investment Opportunities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Preferred Securities Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Privacy and Data Security Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Private Placements Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Privately-Issued Mortgage-Related Securities Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Regulatory Changes Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Regulatory Risk-Commodity Pool Operator</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>166</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited)
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="66%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCM<BR>Fund,<BR>Inc.<BR>(PCM)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Global<BR>StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp;<BR>Income&nbsp;Fund<BR>(PGP)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Income<BR>Opportunity<BR>Fund (PKO)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Strategic<BR>Income<BR>Fund,&nbsp;Inc.<BR>(RCS)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic<BR>Credit&nbsp;and<BR>Mortgage<BR>Income&nbsp;Fund<BR>(PCI)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic<BR>Income<BR>Fund&nbsp;(PDI)</B></FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Regulatory Risk-LIBOR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Reinvestment Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Repurchase Agreements Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Restricted Securities Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Segregation and Coverage Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Senior Debt Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Smaller Company Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Sovereign Debt Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Structured Investments Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Subprime Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Subsidiary Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&#151;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Synthetic Convertible Securities Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Tax Risk</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">U.S. Government Securities Risk</FONT></P></TD>
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<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Valuation Risk</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">X</FONT></TD></TR>
</TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Anti-Takeover Provisions </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund&#146;s Amended and Restated Agreement and Declaration of Trust or Articles of Incorporation (collectively, the &#147;Organizational Documents&#148;), as applicable, includes
provisions that could limit the ability of other entities or persons to acquire control of the Fund or to convert the Fund to <FONT STYLE="white-space:nowrap">open-end</FONT> status. These provisions in the Organizational Documents could have the
effect of depriving the holders (&#147;Common Shareholders&#148;) of the Fund&#146;s common shares of beneficial interest (&#147;Common Shares&#148;) of opportunities to sell their Common Shares at a premium over the then-current market price of the
Common Shares or at NAV. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Asset Allocation Risk </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund&#146;s investment performance depends upon how its assets are allocated and reallocated. A principal risk of investing in the Fund
is that PIMCO may make less than optimal or poor asset allocation decisions. PIMCO employs an active approach to allocation among multiple fixed-income sectors, but there is no guarantee that such allocation techniques will produce the desired
results. It is possible that PIMCO will focus on an investment that performs poorly or underperforms other investments under various market conditions. You could lose money on your investment in the Fund as a result of these allocation decisions.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Call Risk </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Call risk refers to the possibility that an issuer may exercise its right to redeem a fixed income security earlier than expected. Issuers
may call outstanding securities prior to their maturity for a number of reasons. If an issuer calls a security in which the Fund has invested, the Fund may not recoup the full amount of its initial investment and may be forced to reinvest in
lower-yielding securities, securities with greater credit risks or securities with other, less favorable features. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Certain Affiliations </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Certain broker-dealers may be considered to be affiliated persons of the Fund and/or the Investment Manager due to their possible affiliations with Allianz SE, the ultimate parent of the
Investment Manager. Absent an exemption from the SEC or other regulatory relief, the Fund is generally precluded from effecting certain principal transactions with affiliated brokers, and its ability to purchase securities being underwritten by an
affiliated broker or a syndicate including an affiliated broker, or to utilize affiliated brokers for agency transactions, is subject to restrictions. This could limit the Fund&#146;s ability to engage in securities transactions and take advantage
of market opportunities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Collateralized Loan Obligations Risk
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">CLOs may charge management fees and administrative expenses. The cash flows from a CLO trust are split into two or more
portions, called tranches, varying in risk and yield. The riskiest portion is the equity tranche which generally bears losses in connection with the first defaults, if any, on the bonds or loans in the trust. A senior tranche from a CLO trust
typically has higher credit ratings and lower yields than the underlying securities. CLO tranches, even senior ones, can experience substantial losses due to actual defaults, increased sensitivity to defaults due to collateral default and
disappearance of protecting tranches, market anticipation of defaults and aversion to CLO securities. The risks of an investment in a CLO depend largely on the type of the collateral securities and the class/tranche of the CLO in which the Fund
invests. Normally, CLOs are privately offered and sold, and thus are not registered under the securities laws. Investments in CLOs may be or become illiquid. In addition to the normal risks associated with debt instruments (e.g., interest rate risk
and credit risk), CLOs carry additional risks including, but not limited to: (i)&nbsp;the
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>167</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Principal Risks of the Funds<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
possibility that distributions from the collateral will not be adequate to make interest or other payments; (ii)&nbsp;the risk that the quality of the collateral may decline in value or default;
(iii)&nbsp;the risk that the Fund may invest in CBOs, CLOs or other CDOs that are subordinate to other classes; and (iv)&nbsp;the risk that the complex structure of the security may not be fully understood at the time of investment and may produce
disputes with the issuer or others and may produce unexpected investment results. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2"><B>Confidential Information Access Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In managing the Fund (and other PIMCO
clients), PIMCO may from time to time have the opportunity to receive material, <FONT STYLE="white-space:nowrap">non-public</FONT> information (&#147;Confidential Information&#148;) about the issuers of certain investments, including, without limit,
senior floating rate loans, other loans and related investments being considered for acquisition by the Fund or held in the Fund&#146;s portfolio. For example, an issuer of privately placed loans considered by the Fund may offer to provide PIMCO
with financial information and related documentation regarding the issuer that is not publicly available. Pursuant to applicable policies and procedures, PIMCO may (but is not required to) seek to avoid receipt of Confidential Information from the
issuer so as to avoid possible restrictions on its ability to purchase and sell investments on behalf of the Fund and other clients to which such Confidential Information relates (e.g., other securities issued by the bank used in the example above).
In such circumstances, the Fund (and other PIMCO clients) may be disadvantaged in comparison to other investors, including with respect to the price the Fund pays or receives when it buys or sells an investment. Further, PIMCO&#146;s and the
Fund&#146;s abilities to assess the desirability of proposed consents, waivers or amendments with respect to certain investments may be compromised if they are not privy to available Confidential Information. PIMCO may also determine to receive such
Confidential Information in certain circumstances under its applicable policies and procedures. If PIMCO intentionally or unintentionally comes into possession of Confidential Information, it may be unable, potentially for a substantial period of
time, to purchase or sell investments to which such Confidential Information relates. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2"><B>Contingent Convertible Securities Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The risks of investing in CoCos include,
without limit, the risk that interest payments will be cancelled by the issuer or a regulatory authority, the risk of ranking junior to other creditors in the event of a liquidation or other bankruptcy-related event as a result of holding
subordinated debt, the risk of the Fund&#146;s investment becoming further subordinated as a result of conversion from debt to equity, the risk that the principal amount due can be written down to a lesser amount, and the general risks applicable to
fixed income investments, including interest rate risk, credit risk, market risk and liquidity risk, any of which could result in losses to the Fund. CoCos may experience a loss absorption mechanism trigger event, which would likely be the
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
result of, or related to, the deterioration of the issuer&#146;s financial condition (e.g., a decrease in the issuer&#146;s capital ratio) and status as a going concern. In such a case, with
respect to contingent convertible securities that provide for conversion into common stock upon the occurrence of the trigger event, the market price of the issuer&#146;s common stock received by the Fund will have likely declined, perhaps
substantially, and may continue to decline, which may adversely affect the Fund&#146;s NAV. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2"><B>Convertible Securities Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The market values of convertible securities may
decline as interest rates increase and, conversely, may increase as interest rates decline. A convertible security&#146;s market value, however, tends to reflect the market price of the common stock of the issuing company when that stock price
approaches or is greater than the convertible security&#146;s &#147;conversion price.&#148; The conversion price is defined as the predetermined price at which the convertible security could be exchanged for the associated stock. As the market price
of the underlying common stock declines, the price of the convertible security tends to be influenced more by the yield of the convertible security. Thus, it may not decline in price to the same extent as the underlying common stock. In the event of
a liquidation of the issuing company, holders of convertible securities may be paid before the company&#146;s common stockholders but after holders of any senior debt obligations of the company. Consequently, the issuer&#146;s convertible securities
generally entail less risk than its common stock but more risk than its debt obligations. Convertible securities are often rated below investment grade or not rated. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Counterparty Risk </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund will be subject to credit risk with respect to the counterparties to the derivative contracts and other instruments entered into by
the Fund or held by special purpose or structured vehicles in which the Fund invests. In the event that the Fund enters into a derivative transaction with a counterparty that subsequently becomes insolvent or becomes the subject of a bankruptcy
case, the derivative transaction may be terminated in accordance with its terms and the Fund&#146;s ability to realize its rights under the derivative instrument and its ability to distribute the proceeds could be adversely affected. If a
counterparty becomes bankrupt or otherwise fails to perform its obligations under a derivative contract due to financial difficulties, the Fund may experience significant delays in obtaining any recovery (including recovery of any collateral it has
provided to the counterparty) in a dissolution, assignment for the benefit of creditors, <FONT STYLE="white-space:nowrap">liquidation,&nbsp;winding-up,&nbsp;bankruptcy</FONT> or other analogous proceeding. In addition, in the event of the insolvency
of a counterparty to a derivative transaction, the derivative transaction would typically be terminated at its fair market value. If the Fund is owed this fair market value in the termination of the derivative transaction and its claim is
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>168</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">unsecured, the Fund will be treated as a general creditor of such counterparty and will not
have any claim with respect to any underlying security or asset. The Fund may obtain only a limited recovery or may obtain no recovery in such circumstances. While the Fund may seek to manage its counterparty risk by transacting with a number of
counterparties, concerns about the solvency of, or a default by, one large market participant could lead to significant impairment of liquidity and other adverse consequences for other counterparties. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>&#147;Covenant-Lite&#148; Obligations Risk </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Covenant-lite obligations contain fewer maintenance covenants than other obligations, or no maintenance covenants, and may not include terms
that allow the lender to monitor the performance of the borrower and declare a default if certain criteria are breached. Covenant-lite loans may carry more risk than traditional loans as they allow individuals and corporations to engage in
activities that would otherwise be difficult or impossible under a covenant-heavy loan agreement. In the event of default, covenant-lite loans may exhibit diminished recovery values as the lender may not have the opportunity to negotiate with the
borrower prior to default. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Credit Default Swaps Risk
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Credit default swap agreements may involve greater risks than if the Fund had invested in the reference obligation directly
since, in addition to general market risks, credit default swaps are subject to illiquidity risk, counterparty risk and credit risk. A buyer generally also will lose its investment and recover nothing should no credit event occur and the swap is
held to its termination date. If a credit event were to occur, the value of any deliverable obligation received by the seller (if any), coupled with the upfront or periodic payments previously received, may be less than the full notional value it
pays to the buyer, resulting in a loss of value to the seller. When the Fund acts as a seller of a credit default swap, it is exposed to many of the same risks of leverage described herein since if an event of default occurs, the seller must pay the
buyer the full notional value of the reference obligation. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Although the Fund may seek to realize gains by selling credit default swaps that increase in value, to realize gains on selling credit default swaps, an active secondary market for such
instruments must exist or the Fund must otherwise be able to close out these transactions at advantageous times. In addition to the risk of losses described above, if no such secondary market exists or the Fund is otherwise unable to close out these
transactions at advantageous times, selling credit default swaps may not be profitable for the Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The market for credit default swaps has become more volatile as the creditworthiness of certain counterparties has been questioned and/or downgraded. The Fund will be subject to credit risk
with respect to the counterparties to the credit default swap contract (whether a clearing corporation or another third party). If a counterparty&#146;s credit becomes
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

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significantly impaired, multiple requests for collateral posting in a short period of time could increase the risk that the Fund may not receive adequate collateral. The Fund may exit its
obligations under a credit default swap only by terminating the contract and paying applicable breakage fees, or by entering into an offsetting credit default swap position, which may cause the Fund to incur more losses. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Credit Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund could lose money if the issuer or guarantor of a fixed income security, or the counterparty to a derivatives contract, repurchase agreement or a loan of portfolio securities is
unable or unwilling, or is perceived as unable or unwilling, to make timely principal and/or interest payments or to otherwise honor its obligations. The downgrade of the credit of a security held by the Fund may decrease its value. Measures such as
average credit quality may not accurately reflect the true credit risk of the Fund. This is especially the case if the Fund consists of securities with widely varying credit ratings. This risk is greater to the extent the Fund uses leverage or
derivatives in connection with the management of the Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Currency Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Investments
denominated in <FONT STYLE="white-space:nowrap">foreign&nbsp;(non-U.S.)&nbsp;currencies</FONT> or that trade in and receive revenues in, <FONT STYLE="white-space:nowrap">foreign&nbsp;(non-U.S.)&nbsp;currencies,</FONT> derivatives or other
instruments that provide exposure to foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> currencies, are subject to the risk that those currencies will decline in value relative to the U.S. dollar, or, in the case of hedging positions, that
the U.S. dollar will decline in value relative to the currency being&nbsp;hedged. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Currency rates in <FONT STYLE="white-space:nowrap">foreign&nbsp;(non-U.S.)&nbsp;countries</FONT> may fluctuate significantly over short periods of time for a number of reasons, including
changes in interest rates, rates of inflation, balance of payments and governmental surpluses or deficits, intervention (or the failure to intervene) by U.S. or <FONT STYLE="white-space:nowrap">foreign&nbsp;(non-U.S.)&nbsp;governments,</FONT>
central banks or supranational entities such as the International Monetary Fund, or by the imposition of currency controls or other political developments in the United States or abroad. These fluctuations may have a significant adverse impact on
the value of the Fund&#146;s portfolio and/or the level of Fund distributions made to Common Shareholders. There is no assurance that a hedging strategy, if used, will be successful. As a result, the Fund&#146;s investments in foreign
currency-denominated securities may reduce the returns of the Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Currency risk may be particularly high to the extent that the Fund invests in <FONT STYLE="white-space:nowrap">foreign&nbsp;(non-U.S.)&nbsp;currencies</FONT> or engages in foreign currency
transactions that are economically tied to emerging market countries. These currency transactions may present market, credit, currency, liquidity, legal, political and other risks different from, or greater than, the risks of investing in developed <FONT
STYLE="white-space:nowrap">foreign&nbsp;(non-U.S.)&nbsp;currencies</FONT> or engaging in foreign currency transactions that are economically tied to developed foreign countries.
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>169</B></FONT></TD></TR></TABLE></DIV>


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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Principal Risks of the Funds<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Continuing uncertainty as to the status of the euro and the European Monetary Union
(&#147;EMU&#148;) has created significant volatility in currency and financial markets generally. Any partial or complete dissolution of the EMU could have significant adverse effects on currency and financial markets, and on the values of the
Fund&#146;s portfolio investments. If one or more EMU countries were to stop using the euro as its primary currency, the Fund&#146;s investments in such countries may be redenominated into a different or newly adopted currency. As a result, the
value of those investments could decline significantly and unpredictably. In addition, securities or other investments that are redenominated may be subject to foreign currency risk, liquidity risk and valuation risk to a greater extent than similar
investments currently denominated in euros. To the extent a currency used for redenomination purposes is not specified in respect of certain <FONT STYLE="white-space:nowrap">EMU-related</FONT> investments, or should the euro cease to be used
entirely, the currency in which such investments are denominated may be unclear, making such investments particularly difficult to value or dispose of. The Fund may incur additional expenses to the extent it is required to seek judicial or other
clarification of the denomination or value of such securities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">There can be no assurance that if the Fund earns income or capital gains in a <FONT STYLE="white-space:nowrap">non-U.S.</FONT> country or PIMCO otherwise seeks to withdraw the Fund&#146;s
investments from a given country, capital controls imposed by such country will not prevent, or cause significant expense in, doing so. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Cybersecurity Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As the use
of technology has become more prevalent in the course of business, the Fund has become potentially more susceptible to operational and information security risks resulting from breaches in cyber security. A breach in cyber security refers to both
intentional and unintentional cyber events that may, among other things, cause the Fund to lose proprietary information, suffer data corruption and/or destruction or lose operational capacity, result in the unauthorized release or other misuse of
confidential information or otherwise disrupt normal business operations. Cyber security breaches may involve unauthorized access to the Fund&#146;s digital information systems (e.g., through &#147;hacking&#148; or malicious software coding), but
may also result from outside attacks such <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">as&nbsp;denial-of-service&nbsp;attacks</FONT></FONT> (i.e., efforts to make network services unavailable to intended users). In addition,
cyber security breaches involving the Fund&#146;s third party service providers (including but not limited to advisers, administrators, transfer agents, custodians, distributors and other third parties), trading counterparties or issuers in which
the Fund invests can also subject the Fund to many of the same risks associated with direct cyber security breaches. Moreover, cyber security breaches involving trading counterparties or issuers in which the Fund invests could adversely impact such
counterparties or issuers and cause the Fund&#146;s investments to lose value.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Cyber security failures or breaches may result in financial losses to the Fund and its
shareholders. These failures or breaches may also result in disruptions to business operations, potentially resulting in financial losses; interference with the Fund&#146;s ability to calculate its NAV, process shareholder transactions or otherwise
transact business with shareholders; impediments to trading; violations of applicable privacy and other laws; regulatory fines; penalties; reputational damage; reimbursement or other compensation costs; additional compliance and cyber security risk
management costs and other adverse consequences. In addition, substantial costs may be incurred in an attempt to prevent any cyber incidents in the future. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Like with operational risk in general, the Fund has established risk management systems and business continuity plans designed to reduce the
risks associated with cyber security. However, there are inherent limitations in these plans and systems, including that certain risks may not have been identified, in large part because different or unknown threats may emerge in the future. As
such, there is no guarantee that such efforts will succeed, especially because the Fund does not directly control the cyber security systems of issuers in which the Fund may invest, trading counterparties or third party service providers to the
Fund. There is also a risk that cyber security breaches may not be detected. The Fund and its shareholders could be negatively impacted as a result. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Debt Securities Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Debt
securities are generally subject to the risks described below and further herein: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Issuer risk.</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;The value of fixed income securities may decline for a number of reasons that directly relate to
the issuer, such as management performance, financial leverage, reduced demand for the issuer&#146;s goods and services, historical and prospective earnings of the issuer and the value of the assets of the issuer. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Interest rate risk.</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;The market value of debt securities changes in response to interest rate changes and other factors. Interest rate risk is the risk that prices of debt securities will increase as
interest rates fall and decrease as interest rates rise, which would be reflected in the Fund&#146;s NAV. The Fund may lose money if short-term or long-term interest rates rise sharply in a manner not anticipated by the Fund&#146;s management.
Moreover, because rates on certain floating rate debt securities typically reset only periodically, changes in prevailing interest rates (and particularly sudden and significant changes) can be expected to cause some fluctuations in the NAV of the
Fund to the extent that it invests in floating rate debt securities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Prepayment risk.</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;During periods of declining interest rates, borrowers may prepay principal. This may force
the Fund to reinvest in lower yielding securities, resulting in a possible decline in the Fund&#146;s income and distributions.
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Credit
risk.</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Credit risk is the risk that one or more debt securities in the Fund&#146;s portfolio will decline in price or fail to pay interest or principal when due because
the issuer of the security experiences a decline in its financial status. Credit risk is increased when a portfolio security is downgraded or the perceived creditworthiness of the issuer&nbsp;deteriorates. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Reinvestment risk.</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Reinvestment risk is the risk that income from the Fund&#146;s portfolio will decline if the Fund invests the proceeds from matured, traded or called fixed income securities at
market interest rates that are below the portfolio&#146;s current earnings rate. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Duration and maturity risk.</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;The Fund may seek to adjust the duration or maturity of its investments in debt
securities based on its assessment of current and projected market conditions. The Fund may incur costs in seeking to adjust the average duration or maturity of its portfolio of debt securities. There can be no assurances that the Fund&#146;s
assessment of current and projected market conditions will be correct or that any strategy to adjust duration or maturity will be successful. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Derivatives Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The use of
derivative instruments involves risks different from, and possibly greater than, the risks associated with investing directly in securities and other traditional investments. Derivatives are subject to a number of risks, such as liquidity risk
(which may be heightened for highly-customized derivatives), interest rate risk, market risk, credit risk, leveraging risk, counterparty risk, tax risk and management risk, as well as risks arising from changes in applicable requirements. They also
involve the risk of mispricing, the risk of unfavorable or ambiguous documentation and the risk that changes in the value of the derivative may not correlate perfectly with the underlying asset, rate or index. If the Fund invests in a derivative
instrument, it could lose more than the principal amount invested. Also, suitable derivative transactions may not be available in all circumstances and there can be no assurance that the Fund will engage in these transactions to reduce exposure to
other risks when that would be beneficial. The Fund&#146;s use of derivatives may increase or accelerate the amount of taxes payable by Common Shareholders. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Over-the-counter</FONT></FONT> (&#147;OTC&#148;) derivatives are also
subject to the risk that a counterparty to the transaction will not fulfill its contractual obligations to the other party, as many of the protections afforded to centrally-cleared derivatives might not be available for OTC derivatives transactions.
For derivatives traded on an exchange or through a central counterparty, credit risk resides with the Fund&#146;s clearing broker, or the clearinghouse itself, rather than with a counterparty in an OTC derivative transaction. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">It may not be possible for the Fund to modify, terminate, or
offset the Fund&#146;s obligations or the Fund&#146;s exposure to the risks associated with
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
a derivative transaction prior to its scheduled termination or maturity date, which may create a possibility of increased volatility and/or decreased liquidity to the Fund. Hedges are sometimes
subject to imperfect matching between the derivative and the underlying instrument, and there can be no assurance that the Fund&#146;s hedging transactions will be effective. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Because the markets for certain derivative instruments
(including markets located in foreign countries) are relatively new and still developing, appropriate derivative transactions may not be available in all circumstances for risk management or other purposes. Upon the expiration of a particular
contract, the Fund may wish to retain the Fund&#146;s position in the derivative instrument by entering into a similar contract, but may be unable to do so if the counterparty to the original contract is unwilling to enter into the new contract and
no other appropriate counterparty can be found. When such markets are unavailable, the Fund will be subject to increased liquidity and investment risk. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may enter into opposite sides of interest rate swap and other derivatives for the principal purpose of generating distributable
gains on the one side (characterized as ordinary income for tax purposes) that are not part of the Fund&#146;s duration or yield curve management strategies, and with a substantial possibility that the Fund will experience a corresponding capital
loss and decline in NAV with respect to the opposite side transaction (to the extent it does not have corresponding offsetting capital gains). Consequently, Common Shareholders may receive distributions and owe tax on amounts that are effectively a
taxable return of the shareholder&#146;s investment in the Fund, at a time when their investment in the Fund has declined in value, which tax may be at ordinary income rates. The tax treatment of certain derivatives in which the Fund invests may be
unclear and thus subject to recharacterization. Any recharacterization of payments made or received by the Fund pursuant to derivatives potentially could affect the amount, timing or character of Fund distributions. In addition, the tax treatment of
such investment strategies may be changed by regulation or otherwise. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The regulation of the derivatives markets has increased over the past several years, and additional future regulation of the derivatives markets may make derivatives more costly, may limit
the availability or reduce the liquidity of derivatives or may otherwise adversely affect the value or performance of derivatives. Any such adverse future developments could impair the effectiveness of the Fund&#146;s derivative transactions and
cause the Fund to lose value. For instance, the SEC has proposed new regulations applicable to a registered investment company&#146;s use of derivatives and related instruments. If adopted as proposed, these regulations could significantly limit or
impact the Fund&#146;s ability to invest in derivatives and other instruments, limit the
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>171</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Principal Risks of the Funds<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
Fund&#146;s ability to employ certain strategies that use derivatives and/or adversely affect the Fund&#146;s performance, efficiency in implementing its strategy, liquidity and/or ability to
pursue its investment objectives. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Distressed and Defaulted
Securities Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Investments in the securities of financially distressed issuers involve substantial risks, including the risk
of default, or may be in default at the time of investment. In addition, these securities may fluctuate more in price, and are typically less liquid. The Fund also will be subject to significant uncertainty as to when, and in what manner, and for
what value obligations evidenced by securities of financially distressed issuers will eventually be satisfied. Defaulted obligations might be repaid only after lengthy workout or bankruptcy proceedings, during which the issuer might not make any
interest or other payments. In any such proceeding relating to a defaulted obligation, the Fund may lose its entire investment or may be required to accept cash or securities with a value substantially less than its original investment. Moreover,
any securities received by the Fund upon completion of a workout or bankruptcy proceeding may be less liquid, speculative or restricted as to resale. Similarly, if the Fund participates in negotiations with respect to any exchange offer or plan of
reorganization with respect to the securities of a distressed issuer, the Fund may be restricted from disposing of such securities. To the extent that the Fund becomes involved in such proceedings, the Fund may have a more active participation in
the affairs of the issuer than that assumed generally by an investor. The Fund may incur additional expenses to the extent it is required to seek recovery upon a default in the payment of principal or interest on its portfolio holdings. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Also among the risks inherent in investments in a troubled
issuer is that it frequently may be difficult to obtain information as to the true financial condition of such issuer. PIMCO&#146;s judgments about the credit quality of a financially distressed issuer and the relative value of its securities may
prove to be wrong. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Emerging Markets Risk </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Foreign investment risk may be particularly high to the extent that the Fund invests in securities of issuers based in or doing business in
emerging market countries or invests in securities denominated in the currencies of emerging market countries. Investing in securities of issuers based in or doing business in emerging markets entails all of the risks of investing in foreign
securities noted above, but to a heightened degree. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Investments in emerging market countries pose a greater degree of systemic risk (i.e., the risk of a cascading collapse of multiple
institutions within a country, and even multiple national economies). The inter-relatedness of economic and financial institutions within and among emerging market economies has deepened over the years, with
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
the effect that institutional failures and/or economic difficulties that are of initially limited scope may spread throughout a country, a region or all or most emerging market countries. This
may undermine any attempt by the Fund to reduce risk through geographic diversification of its portfolio. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">There is a heightened possibility of imposition of withholding taxes on interest or dividend income generated from emerging market securities. Governments of emerging market countries may
engage in confiscatory taxation or expropriation of income and/or assets to raise revenues or to pursue a domestic political agenda. In the past, emerging market countries have nationalized assets, companies and even entire sectors, including the
assets of foreign investors, with inadequate or no compensation to the prior owners. There can be no assurance that the Fund will not suffer a loss of any or all of its investments, or interest or dividends thereon, due to adverse fiscal or other
policy changes in emerging market countries. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">There
is also a greater risk that an emerging market government may take action that impedes or prevents the Fund from taking income and/or capital gains earned in the local currency and converting into U.S. dollars (i.e., &#147;repatriating&#148; local
currency investments or profits). Certain emerging market countries have sought to maintain foreign exchange reserves and/or address the economic volatility and dislocations caused by the large international capital flows by controlling or
restricting the conversion of the local currency into other currencies. This risk tends to become more acute when economic conditions otherwise worsen. There can be no assurance that if the Fund earns income or capital gains in an emerging market
currency or PIMCO otherwise seeks to withdraw the Fund&#146;s investments from a given emerging market country, capital controls imposed by such country will not prevent, or cause significant expense in, doing so. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Bankruptcy law and creditor reorganization processes may differ
substantially from those in the United States, resulting in greater uncertainty as to the rights of creditors, the enforceability of such rights, reorganization timing and the classification, seniority and treatment of claims. In certain emerging
market countries, although bankruptcy laws have been enacted, the process for reorganization remains highly uncertain. In addition, it may be impossible to seek legal redress against an issuer that is a sovereign state. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Emerging market countries typically have less established legal,
accounting and financial reporting systems than those in more developed markets, which may reduce the scope or quality of financial information available to investors. Governments in emerging market countries are often less stable and more likely to
take extra-legal action with respect to companies, industries, assets, or foreign ownership than those in more developed markets. Moreover, it can be
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>172</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">more difficult for investors to bring litigation or enforce judgments against issuers in
emerging markets or for U.S. regulators to bring enforcement actions against such issuers. The Fund may also be subject to Emerging Markets Risk if it invests in derivatives or other securities or instruments whose value or return are related to the
value or returns of emerging markets securities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Other heightened risks associated with emerging markets investments include without limit (i)&nbsp;risks due to less social, political and
economic stability; (ii)&nbsp;the smaller size of the market for such securities and a lower volume of trading, resulting in a lack of liquidity and in price volatility; (iii)&nbsp;certain national policies which may restrict the Fund&#146;s
investment opportunities, including restrictions on investing in issuers or industries deemed sensitive to relevant national interests and requirements that government approval be obtained prior to investment by foreign persons; (iv)&nbsp;certain
national policies that may restrict the Fund&#146;s repatriation of investment income, capital or the proceeds of sales of securities, including temporary restrictions on foreign capital remittances; (v)&nbsp;the lack of uniform accounting and
auditing standards and/or standards that may be significantly different from the standards required in the United States; (vi)&nbsp;less publicly available financial and other information regarding issuers; (vii)&nbsp;potential difficulties in
enforcing contractual obligations; and (viii)&nbsp;higher rates of inflation, higher interest rates and other economic concerns. The Fund may invest to a substantial extent in emerging market securities that are denominated in local currencies,
subjecting the Fund to a greater degree of foreign currency risk. Also, investing in emerging market countries may entail purchases of securities of issuers that are insolvent, bankrupt or otherwise of questionable ability to satisfy their payment
obligations as they become due, subjecting the Fund to a greater amount of credit risk and/or high yield risk. The economy of some emerging markets may be particularly exposed to or affected by a certain industry or sector, and therefore issuers
and/or securities of such emerging markets may be more affected by the performance of such industries or sectors. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2"><B>Equity Securities and Related Market Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The market price of common stocks and
other equity securities may go up or down, sometimes rapidly or unpredictably. Equity securities may decline in value due to factors affecting equity securities markets generally, particular industries represented in those markets, or the issuer
itself. The values of equity securities may decline due to real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. They may
also decline due to labor shortages or increased production costs and competitive conditions within an industry. Equity securities generally have greater price volatility than bonds and other debt securities.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Different types of equity securities provide different voting and dividend rights and priority
in the event of the bankruptcy and/or insolvency of the issuer. In addition to common stock, equity securities may include preferred securities, convertible securities and warrants. Equity securities other than common stock are subject to many of
the same risks as common stock, although possibly to different degrees. The risks of equity securities are generally magnified in the case of equity investments in distressed companies. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Focused Investment Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">To the extent that the Fund focuses its investments in a particular sector, it may be susceptible to loss due to adverse developments affecting that sector, including (but not limited to):
governmental regulation; inflation; rising interest rates; cost increases in raw materials, fuel and other operating expenses; technological innovations that may render existing products and equipment obsolete; competition from new entrants; high
research and development costs; increased costs associated with compliance with environmental or other governmental regulations; and other economic, business or political developments specific to that sector. Furthermore, the Fund may invest a
substantial portion of its assets in companies in related sectors that may share common characteristics, are often subject to similar business risks and regulatory burdens, and whose securities may react similarly to the types of developments
described above, which will subject the Fund to greater risk. The Fund also will be subject to focused investment risk to the extent that it invests a substantial portion of its assets in a particular issuer, market, asset class, country or
geographic region. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Foreign
<FONT STYLE="white-space:nowrap">(Non-U.S.)</FONT> Investment Risk </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><FONT STYLE="white-space:nowrap">Foreign&nbsp;(non-U.S.)&nbsp;securities</FONT> may experience more rapid and extreme changes in value than
securities of U.S. companies. The securities markets of many foreign countries are relatively small, with a limited number of companies representing a small number of industries. Additionally, issuers of
<FONT STYLE="white-space:nowrap">foreign&nbsp;(non-U.S.)&nbsp;securities</FONT> are usually not subject to the same degree of regulation as U.S. issuers. Reporting, accounting, auditing and custody standards of foreign countries differ, in some
cases significantly, from U.S. standards. Global economies and financial markets are becoming increasingly interconnected, and conditions and events in one country, region or financial market may adversely impact issuers in a different country,
region or financial market. Also, nationalization, expropriation or confiscatory taxation, currency blockage, political changes or diplomatic developments could adversely affect the Fund&#146;s investments in a foreign country. In the event of
nationalization, expropriation or other confiscation, the Fund could lose its entire investment in <FONT STYLE="white-space:nowrap">foreign&nbsp;(non-U.S.)&nbsp;securities.</FONT> Adverse conditions in a certain region can adversely affect
securities of other countries whose economies appear to be unrelated. To the extent that the Fund invests a significant portion of its assets in a
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Principal Risks of the Funds<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
specific geographic region, the Fund will generally have more exposure to regional economic risks associated with foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> investments. Foreign <FONT
STYLE="white-space:nowrap">(non-U.S.)</FONT> securities may also be less liquid and more difficult to value than securities of U.S. issuers. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may face potential risks associated with the United Kingdom&#146;s departure from the European Union (&#147;EU&#148;). The departure
may result in substantial volatility in financial and foreign exchange markets and a sustained weakness in the British pound, the euro and other currencies, which may impact Fund returns. It may also destabilize some or all of the other EU member
countries and/or the Eurozone. These developments could result in losses to the Fund, as there may be negative effects on the value of the Fund&#146;s investments and/or on the Fund&#146;s ability to enter into certain transactions or value certain
investments, and these developments may make it more difficult for the Fund to exit certain investments at an advantageous time or price. Adverse events triggered by the departure, as well as an exit or expulsion of an EU member state other than the
United Kingdom from the EU, could negatively impact Fund returns. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may invest in securities and instruments that are economically tied to Russia. Investments in Russia are subject to various risks such as political, economic, legal, market and
currency risks. The risks include uncertain political and economic policies, short term market volatility, poor accounting standards, corruption and crime, an inadequate regulatory system and unpredictable taxation. Investments in Russia are
particularly subject to the risk that economic sanctions may be imposed by the United States and/or other countries. Such sanctions &#151; which may impact companies in many sectors, including energy, financial services and defense, among others
&#151; may negatively impact the Fund&#146;s performance and/or ability to achieve its investment objectives. The Russian securities market is characterized by limited volume of trading, resulting in difficulty in obtaining accurate prices. The
Russian securities market, as compared to U.S. markets, has significant price volatility, less liquidity, a smaller market capitalization and a smaller number of traded securities. There may be little publicly available information about issuers.
Settlement, clearing and registration of securities transactions are subject to risks because of registration systems that may not be subject to effective government supervision. This may result in significant delays or problems in registering the
transfer of securities. Russian securities laws may not recognize foreign nominee accounts held with a custodian bank, and therefore the custodian may be considered the ultimate owner of securities they hold for their clients. Ownership of
securities issued by Russian companies is recorded by companies themselves and by registrars instead of through a central registration system. It is possible that the ownership rights of the Fund could be lost through fraud or negligence. While
applicable Russian regulations impose liability on registrars for losses resulting from their errors, it
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
may be difficult for the Fund to enforce any rights it may have against the registrar or issuer of the securities in the event of loss of share registration. Adverse currency exchange rates are a
risk and there may be a lack of available currency hedging instruments. Investments in Russia may be subject to the risk of nationalization or expropriation of assets. Oil, natural gas, metals and timber account for a significant portion of
Russia&#146;s exports, leaving the country vulnerable to swings in world prices. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2"><B>Fund Distribution Rates </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Although the Fund may seek to maintain level
distributions, the Fund&#146;s distribution rates may be affected by numerous factors, including but not limited to changes in realized and projected market returns, fluctuations in market interest rates, Fund performance, and other factors. There
can be no assurance that a change in market conditions or other factors will not result in a change in the Fund&#146;s distribution rate or that the rate will be sustainable in the future. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For instance, during periods of low or declining interest rates, the Fund&#146;s distributable income and dividend
levels may decline for many reasons. For example, the Fund may have to deploy uninvested assets (whether from purchases of Fund shares, proceeds from matured, traded or called debt obligations or other sources) in new, lower yielding instruments.
Additionally, payments from certain instruments that may be held by the Fund (such as variable and floating rate securities) may be negatively impacted by declining interest rates, which may also lead to a decline in the Fund&#146;s distributable
income and dividend levels. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>High Yield Securities Risk
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">To the extent that the Fund invests in high yield securities and unrated securities of similar credit quality (commonly known
as &#147;high yield securities&#148; or &#147;junk bonds&#148;), the Fund may be subject to greater levels of credit risk, call risk and liquidity risk than funds that do not invest in such securities, which could have a negative effect on the NAV
of the Fund&#146;s Common Shares or Common Share dividends. These securities are considered predominantly speculative with respect to an issuer&#146;s continuing ability to make principal and interest payments, and may be more volatile than other
types of securities. An economic downturn or individual corporate developments could adversely affect the market for these securities and reduce the Fund&#146;s ability to sell these securities at an advantageous time or price. The Fund may purchase
distressed securities that are in default or the issuers of which are in bankruptcy, which involve heightened risks. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Issuers of high yield securities may have the right to &#147;call&#148; or redeem the issue prior to maturity, which may result in the Fund
having to reinvest the proceeds in other high yield securities or similar instruments that may pay lower interest rates. The Fund may also be subject to greater levels of liquidity risk than funds that do not invest
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>174</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">in high yield securities. Consequently, transactions in high yield securities may involve
greater costs than transactions in more actively traded securities. These factors may result in the Fund being unable to realize full value for these securities and/or may result in the Fund not receiving the proceeds from a sale of a high yield
security for an extended period after such sale, each of which could result in losses to the Fund. Because of the risks involved in investing in high yield securities, an investment in the Fund should be considered speculative. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In general, lower rated debt securities carry a greater degree
of risk that the issuer will lose its ability to make interest and principal payments, which could have a negative effect on the Fund. Securities of below investment grade quality are regarded as having predominantly speculative characteristics with
respect to capacity to pay interest and repay principal and are commonly referred to as &#147;high yield&#148; securities or &#147;junk bonds.&#148; High yield securities involve a greater risk of default and their prices are generally more volatile
and sensitive to actual or perceived negative developments. Debt securities in the lowest investment grade category also may be considered to possess some speculative characteristics by certain rating agencies. The Fund may purchase stressed or
distressed securities that are in default or the issuers of which are in bankruptcy, which involve heightened risks. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">An economic downturn could severely affect the ability of issuers (particularly those that are highly leveraged) to service or repay their
debt obligations. Lower-rated securities are generally less liquid than higher-rated securities, which may have an adverse effect on the Fund&#146;s ability to dispose of them. For example, under adverse market or economic conditions, the secondary
market for below investment grade securities could contract further, independent of any specific adverse changes in the condition of a particular issuer, and certain securities in the Fund&#146;s portfolio may become illiquid or less liquid. As a
result, the Fund could find it more difficult to sell these securities or may be able to sell these securities only at prices lower than if such securities were widely traded. To the extent the Fund focuses on below investment grade debt
obligations, PIMCO&#146;s capabilities in analyzing credit quality and associated risks will be particularly important, and there can be no assurance that PIMCO will be successful in this regard. Due to the risks involved in investing in high yield
securities, an investment in the Fund should be considered speculative. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund&#146;s credit quality policies apply only at the time a security is purchased, and the Fund is not required to dispose of a security in the event that a rating agency or PIMCO
downgrades its assessment of the credit characteristics of a particular issue. Analysis of creditworthiness may be more complex for issuers of high yield securities than for issuers of higher quality debt securities.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Inflation/Deflation Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Inflation risk is the risk that the value of assets or income from the Fund&#146;s investments will be worth less in the future as inflation decreases the value of payments at future dates.
As inflation increases, the real value of the Fund&#146;s portfolio could decline. Deflation risk is the risk that prices throughout the economy decline over time. Deflation may have an adverse effect on the creditworthiness of issuers and may make
issuer default more likely, which may result in a decline in the value of the Fund&#146;s portfolio and Common Shares. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Inflation-Indexed Security Risk </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Inflation-indexed debt securities are subject to the effects of changes in market interest rates caused by factors other than inflation (real
interest rates). In general, the value of an inflation-indexed security, including Treasury Inflation-Protected Securities (&#147;TIPS&#148;), tends to decrease when real interest rates increase and can increase when real interest rates decrease.
Thus generally, during periods of rising inflation, the value of inflation-indexed securities will tend to increase and during periods of deflation, their value will tend to decrease. Interest payments on inflation-indexed securities are
unpredictable and will fluctuate as the principal and interest are adjusted for inflation. There can be no assurance that the inflation index used (i.e., the Consumer Price Index (&#147;CPI&#148;)) will accurately measure the real rate of inflation.
Increases in the principal value of TIPS due to inflation are considered taxable ordinary income. Any increase in the principal amount of an inflation-indexed debt security will be considered taxable ordinary income, even though the Fund will not
receive the principal until maturity. Additionally, a CPI swap can potentially lose value if the realized rate of inflation over the life of the swap is less than the fixed market implied inflation rate (fixed breakeven rate) that the investor
agrees to pay at the initiation of the swap. With municipal inflation-indexed securities, the inflation adjustment is integrated into the coupon payment, which is federally tax exempt (and may be state tax exempt). For municipal inflation-indexed
securities, there is no adjustment to the principal value. Because municipal inflation-indexed securities are a small component of the municipal bond market, they may be less liquid than conventional municipal bonds. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Interest Rate Risk </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Interest rate risk is the risk that fixed income securities and other instruments in the Fund&#146;s portfolio will decline in value because
of a change in interest rates. As nominal interest rates rise, the value of certain fixed income securities held by the Fund is likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation
rate. Interest rate changes can be sudden and unpredictable, and the Fund may lose money as a result of movements in interest rates. The Fund may not be able to effectively hedge against changes in interest rates or may choose not to do so for cost
or other reasons. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>175</B></FONT></TD></TR></TABLE></DIV>


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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Principal Risks of the Funds<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A wide variety of factors can cause interest rates to rise (e.g., central bank monetary
policies, inflation rates, general economic conditions). This risk may be particularly acute in the current market environment because market interest rates are currently near historically low levels. Thus, the Fund currently faces a heightened
level of interest rate risk. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Fixed income securities
with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile. Duration is a measure used to determine the sensitivity of a security&#146;s price to changes in interest rates that incorporates a
security&#146;s yield, coupon, final maturity and call features, among other characteristics. Duration is useful primarily as a measure of the sensitivity of a fixed income security&#146;s market price to interest rate (i.e., yield) movements. All
other things remaining equal, for each one percentage point increase in interest rates, the value of a portfolio of fixed income investments would generally be expected to decline by one percent for every year of the portfolio&#146;s average
duration above zero. For example, the value of a portfolio of fixed income securities with an average duration of eight years would generally be expected to decline by approximately 8% if interest rates rose by one percentage point. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Variable and floating rate securities may decline in value if
their interest rates do not rise as much, or as quickly, as interest rates in general. Conversely, floating rate securities will not generally increase in value if interest rates decline. Inverse floating rate securities may decrease in value if
interest rates increase. Inverse floating rate securities may also exhibit greater price volatility than a fixed rate obligation with similar credit quality. When the Fund holds variable or floating rate securities, a decrease (or, in the case of
inverse floating rate securities, an increase) in market interest rates will adversely affect the income received from such securities and the NAV of the Fund&#146;s shares. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">During periods of very low or negative interest rates, the Fund
may be unable to maintain positive returns. Interest rates in the United States and many parts of the world are at or near historically low levels. Very low or negative interest rates may magnify interest rate risk. Changing interest rates,
including rates that fall below zero, may have unpredictable effects on markets, may result in heightened market volatility and may detract from Fund performance to the extent the Fund is exposed to such interest rates. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Measures such as average duration may not accurately reflect the
true interest rate sensitivity of the Fund. This is especially the case if the Fund consists of securities with widely varying durations. Therefore, if the Fund has an average duration that suggests a certain level of interest rate risk, the Fund
may in fact be subject to greater interest rate risk than the average would suggest. This risk is greater to the extent the Fund uses leverage or derivatives in connection with the management of the Fund.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Convexity measures the rate of change of duration in response to changes in interest rates.
With respect to a security&#146;s price, a larger convexity (positive or negative) may imply more dramatic price changes in response to changing interest rates. Negative convexity implies that interest rate increases result in increased duration,
meaning increased sensitivity in prices in response to rising interest rates. Thus, securities with negative convexity, which may include bonds with traditional call features and certain mortgage-backed securities, may experience greater losses in
periods of rising interest rates. Accordingly, if the Fund holds such securities, the Fund may be subject to a greater risk of losses in periods of rising interest rates. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Rising interest rates may result in a decline in value of the
Fund&#146;s fixed income investments and in periods of volatility. Further, while U.S. bond markets have steadily grown over the past three decades, dealer &#147;market making&#148; ability has remained relatively stagnant. As a result, dealer
inventories of certain types of bonds and similar instruments, which provide a core indication of the ability of financial intermediaries to &#147;make markets,&#148; are at or near historic lows in relation to market size. Because market makers
provide stability to a market through their intermediary services, the significant reduction in dealer inventories could potentially lead to decreased liquidity and increased volatility in the fixed income markets. Such issues may be exacerbated
during periods of economic uncertainty. All of these factors, collectively and/or individually, could cause the Fund to lose value. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Issuer Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The value of a
security may decline for a number of reasons that directly relate to the issuer, such as management performance, financial leverage and reduced demand for the issuer&#146;s goods or services, as well as the historical and prospective earnings of the
issuer and the value of its assets. A change in the financial condition of a single issuer may affect securities markets as a whole. These risks can apply to the Common Shares issued by the Fund and to the issuers of securities and other instruments
in which the Fund invests. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Leverage Risk </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund&#146;s use of leverage, if any, creates the opportunity for increased Common Share net income, but also creates special risks for
Common Shareholders. To the extent used, there is no assurance that the Fund&#146;s leveraging strategies will be successful. Leverage is a speculative technique that may expose the Fund to greater risk and increased costs. The Fund&#146;s assets
attributable to leverage, if any, will be invested in accordance with the Fund&#146;s investment objectives and policies. Interest expense payable by the Fund with respect to derivatives and other forms of leverage, and dividends payable with
respect to any preferred shares outstanding, if any, will generally be based on shorter-term interest rates that would be periodically reset. So long as the Fund&#146;s portfolio investments provide a higher rate of
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>176</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">return (net of applicable Fund expenses) than the interest expenses and other costs to the
Fund of such leverage, the investment of the proceeds thereof will generate more income than will be needed to pay the costs of the leverage. If so, and all other things being equal, the excess may be used to pay higher dividends to Common
Shareholders than if the Fund were not so leveraged. If, however, shorter-term interest rates rise relative to the rate of return on the Fund&#146;s portfolio, the interest and other costs to the Fund of leverage could exceed the rate of return on
the debt obligations and other investments held by the Fund, thereby reducing return to Common Shareholders. In addition, fees and expenses of any form of leverage used by the Fund will be borne entirely by the Common Shareholders (and not by
preferred shareholders, if any) and will reduce the investment return of the Common Shares. Therefore, there can be no assurance that the Fund&#146;s use of leverage will result in a higher yield on the Common Shares, and it may result in losses. In
addition, any preferred shares issued by the Fund are expected to pay cumulative dividends, which may tend to increase leverage risk. Leverage creates several major types of risks for Common Shareholders, including: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="12" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><FONT STYLE="font-family:Times New Roman" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#8718;</SUP>&nbsp;
</FONT></FONT></TD>
<TD WIDTH="1" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">the likelihood of greater volatility of NAV and market price of Common Shares, and of the investment return to Common Shareholders, than a
comparable portfolio without leverage; </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="12" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><FONT STYLE="font-family:Times New Roman" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#8718;</SUP>&nbsp;
</FONT></FONT></TD>
<TD WIDTH="1" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">the possibility either that Common Share dividends will fall if the interest and other costs of leverage rise, or that dividends paid on
Common Shares will fluctuate because such costs vary over time;&nbsp;and </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="12" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><FONT STYLE="font-family:Times New Roman" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#8718;</SUP>&nbsp;
</FONT></FONT></TD>
<TD WIDTH="1" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">the effects of leverage in a declining market or a rising interest rate environment, as leverage is likely to cause a greater decline in
the NAV of the Common Shares than if the Fund were not leveraged and may result in a greater decline in the market value of the Common Shares. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition, the counterparties to the Fund&#146;s leveraging transactions and any preferred shareholders of the Fund will have priority of
payment over the Fund&#146;s Common Shareholders. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Reverse repurchase agreements involve the risks that the interest income earned on the investment of the proceeds will be less than the
interest expense and Fund expenses associated with the repurchase agreement, that the market value of the securities sold by the Fund may decline below the price at which the Fund is obligated to repurchase such securities and that the securities
may not be returned to the Fund. There is no assurance that reverse repurchase agreements can be successfully employed. Dollar roll transactions involve the risk that the market value of the securities the Fund is required to purchase may decline
below the agreed upon repurchase price of those securities. Successful use of dollar rolls may depend upon the Investment Manager&#146;s ability to correctly predict interest rates and
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
prepayments. There is no assurance that dollar rolls can be successfully employed. In connection with reverse repurchase agreements and dollar rolls, the Fund will also be subject to counterparty
risk with respect to the purchaser of the securities. If the broker/dealer to whom the Fund sells securities becomes insolvent, the Fund&#146;s right to purchase or repurchase securities may be restricted. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may engage in total return swaps, reverse repurchases,
loans of portfolio securities, short sales and when-issued, delayed delivery and forward commitment transactions, credit default swaps, basis swaps and other swap agreements, purchases or sales of futures and forward contracts (including foreign
currency exchange contracts), call and put options or other derivatives. The Fund&#146;s use of such transactions gives rise to associated leverage risks described above, and may adversely affect the Fund&#146;s income, distributions and total
returns to Common Shareholders. To the extent that any offsetting positions do not behave in relation to one another as expected, the Fund may perform as if it is leveraged through use of these derivative&nbsp;strategies. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Any total return swaps, reverse repurchases, loans of portfolio
securities, short sales and when-issued, delayed delivery and forward commitment transactions, credit default swaps, basis swaps and other swap agreements, purchases or sales of futures and forward contracts (including foreign currency exchange
contracts), call and put options or other derivatives by the Fund or counterparties to the Fund&#146;s other leveraging transactions, if any, would have seniority over the Fund&#146;s Common Shares. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The SEC has issued a proposed rule relating to a registered
investment company&#146;s use of derivatives and related instruments that, if adopted, could potentially require the Fund to reduce its use of leverage and/or observe more stringent asset coverage and related requirements than are currently imposed
by the 1940 Act, which could adversely affect the value or performance of the Fund and the Common Shares and/or distribution rate. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Because the fees received by the Investment Manager may increase depending on the types of leverage utilized by the Fund,</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"> the Investment Manager has a financial
incentive for the Fund to use certain forms of leverage, which may create a conflict of interest between the Investment Manager, on the one hand, and the Common Shareholders, on the other hand. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Liquidity Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Liquidity risk exists when particular investments are difficult to purchase or sell. Illiquid investments are investments that the Fund reasonably expects cannot be sold or disposed of in
current market </FONT></P> <P STYLE="line-height:8px;margin-top:0px;margin-bottom:2px;border-bottom:0.5pt solid #000000;width:11%">&nbsp;</P>
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<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The types of leverage on which fees are received by the Investment Manager with respect to the Fund are discussed in Note 9 in
the Notes to Financial Statements. </FONT></P></TD></TR></TABLE></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>177</B></FONT></TD></TR></TABLE></DIV>


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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Principal Risks of the Funds<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
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conditions in seven calendar days or less without the sale or disposition significantly changing the market value of the investment. Illiquid investments may become harder to value, especially in
changing markets. The Fund&#146;s investments in illiquid securities may reduce the returns of the Fund because it may be unable to sell the illiquid investments at an advantageous time or price or possibly require the Fund to dispose of other
investments at unfavorable times or prices in order to satisfy its obligations, which could prevent the Fund from taking advantage of other investment opportunities. Additionally, the market for certain investments may become illiquid under adverse
market or economic conditions independent of any specific adverse changes in the conditions of a particular issuer. Bond markets have consistently grown over the past three decades while the capacity for traditional dealer counterparties to engage
in fixed income trading has not kept pace and in some cases has decreased. As a result, dealer inventories of corporate bonds, which provide a core indication of the ability of financial intermediaries to &#147;make markets,&#148; are at or near
historic lows in relation to market size. Because market makers seek to provide stability to a market through their intermediary services, the significant reduction in dealer inventories could potentially lead to decreased liquidity and increased
volatility in the fixed income markets. Such issues may be exacerbated during periods of economic uncertainty. In such cases, the Fund, due to limitations on investments in illiquid investments and the difficulty in purchasing and selling such
securities or instruments, may be unable to achieve its desired level of exposure to a certain sector. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Fixed income securities with longer durations until maturity face heightened levels of liquidity risk as compared to fixed income securities with shorter durations until maturity. The risks
associated with illiquid instruments may be particularly acute in situations in which the Fund&#146;s operations require cash (such as in connection with repurchase offers) and could result in the Fund borrowing to meet its short-term needs or
incurring losses on the sale of illiquid instruments. It may also be the case that other market participants may be attempting to liquidate fixed income holdings at the same time as the Fund, causing increased supply in the market and contributing
to liquidity risk and downward pricing pressure. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Loans and Other
Indebtedness; Loan Participations and Assignments Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Loan interests may take the form of direct interests acquired during a
primary distribution and may also take the form of assignments of, novations of or participations in all or a portion of a loan acquired in secondary markets. In addition to credit risk and interest rate risk, the Fund&#146;s exposure to loan
interests may be subject to additional risks. For example, purchasers of loans and other forms of direct indebtedness depend primarily upon the creditworthiness of the corporate borrower for payment of principal and interest. If the Fund does not
receive
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
scheduled interest or principal payments on such indebtedness, the Fund&#146;s share price and yield could be adversely affected. The collateral underlying a loan may be unavailable or
insufficient to satisfy a borrower&#146;s obligation, and the Fund could become part owner of any collateral if a loan is foreclosed, subjecting the Fund to costs associated with owning and disposing of the collateral. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Investments in loans through a purchase of a loan or a direct
assignment of a financial institution&#146;s interests with respect to a loan may involve additional risks to the Fund. For example, if a loan is foreclosed, the Fund could become owner, in whole or in part, of any collateral, which could include,
among other assets, real or personal property, and would bear the costs and liabilities associated with owning and disposing of the collateral. In addition, it is conceivable that the Fund could be held liable
<FONT STYLE="white-space:nowrap">as&nbsp;co-lender.&nbsp;It</FONT> is unclear whether loans and other forms of direct indebtedness offer securities law protections against fraud and misrepresentation. In the absence of definitive regulatory
guidance, the Fund will rely on PIMCO&#146;s research in an attempt to avoid situations where fraud or misrepresentation could adversely affect the Fund. The purchaser of an assignment typically succeeds to all the rights and obligations under the
loan agreement with the same rights and obligations as the assigning lender. Assignments may, however, be arranged through private negotiations between potential assignees and potential assignors, and the rights and obligations acquired by the
purchaser of an assignment may differ from, and be more limited than, those held by the assigning&nbsp;lender. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In connection with purchasing loan participations, the Fund generally will have no right to enforce compliance by the borrower with the terms of the loan agreement relating to the loan, nor
any rights <FONT STYLE="white-space:nowrap">of&nbsp;set-off&nbsp;against</FONT> the borrower, and the Fund may not directly benefit from any collateral supporting the loan in which it has purchased the loan participation. As a result, the Fund may
be subject to the credit risk of both the borrower and the lender that is selling the participation. In the event of the insolvency of the lender selling a participation, the Fund may be treated as a general creditor of the lender and may not
benefit from <FONT STYLE="white-space:nowrap">any&nbsp;set-off&nbsp;between</FONT> the lender and the borrower. Certain loan participations may be structured in a manner designed to prevent purchasers of participations from being subject to the
credit risk of the lender, but even under such a structure, in the event of the lender&#146;s insolvency, the lender&#146;s servicing of the participation may be delayed and the assignability of the participation impaired. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may have difficulty disposing of loans and loan
participations because to do so it will have to assign or sell such securities to a third party. Because there is no liquid market for many such securities, the Fund anticipates that such securities could be sold only to a limited number of
institutional investors. The lack of a liquid secondary market </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">may have an adverse impact on the value of such securities and the Fund&#146;s ability to
dispose of particular loans and loan participations when that would be desirable, including in response to a specific economic event such as a deterioration in the creditworthiness of the borrower. The lack of a liquid secondary market for loans and
loan participations also may make it more difficult for the Fund to assign a value to these securities for purposes of valuing the Fund&#146;s portfolio. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">To the extent the Fund invests in loans, including bank loans, the Fund may be subject to greater levels of credit risk, call risk,
settlement risk and liquidity risk. These instruments are considered predominantly speculative with respect to an issuer&#146;s continuing ability to make principal and interest payments and may be more volatile than other types of securities. The
Fund may also be subject to greater levels of liquidity risk than funds that do not invest in loans. In addition, the loans in which the Fund invests may not be listed on any exchange and a secondary market for such loans may be comparatively
illiquid relative to markets for other more liquid fixed income securities. Consequently, transactions in loans may involve greater costs than transactions in more actively traded securities. Restrictions on transfers in loan agreements, a lack of
publicly-available information, irregular trading activity and wide bid/ask spreads, among other factors, may, in certain circumstances, make loans more difficult to sell at an advantageous time or price than other types of securities or
instruments. These factors may result in the Fund being unable to realize full value for the loans and/or may result in the Fund not receiving the proceeds from a sale of a loan for an extended period after such sale, each of which could result in
losses to the Fund. Some loans may have extended trade settlement periods, including settlement periods of greater than seven days, which may result in cash not being immediately available to the Fund. If an issuer of a loan prepays or redeems the
loan prior to maturity, the Fund may have to reinvest the proceeds in other loans or similar instruments that may pay lower interest rates. Because of the risks involved in investing in loans, an investment in the Fund should be considered
speculative. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund&#146;s investments in
subordinated and unsecured loans generally are subject to similar risks as those associated with investments in secured loans. Subordinated or unsecured loans are lower in priority of payment to secured loans and are subject to the additional risk
that the cash flow of the borrower and property securing the loan or debt, if any, may be insufficient to meet scheduled payments after giving effect to the senior secured obligations of the borrower. This risk is generally higher for subordinated
unsecured loans or debt, which are not backed by a security interest in any specific collateral. Subordinated and unsecured loans generally have greater price volatility than secured loans and may be less liquid. There is also a possibility that
originators will not be able to sell participations in subordinated or unsecured loans, which would create greater credit
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
risk exposure for the holders of such loans. Subordinate and unsecured loans share the same risks as other below investment grade securities. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">There may be less readily available information about most
loans and the underlying borrowers than is the case for many other types of securities. Loans may be issued by companies that are not subject to SEC reporting requirements and therefore may not be required to file reports with the SEC or may file
reports that are not required to comply with SEC form requirements. In addition, such companies may be subject to a less stringent liability disclosure regime than companies subject to SEC reporting requirements. Loans may not be considered
&#147;securities,&#148; and purchasers, such as the Fund, therefore may not be entitled to rely on the anti-fraud protections of the federal securities laws. Because there is limited public information available regarding loan investments, the Fund
is particularly dependent on the analytical abilities of the Fund&#146;s portfolio managers. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Economic exposure to loan interests through the use of derivative transactions may involve greater risks than if the Fund had invested in the loan interest directly during a primary
distribution or through assignments of, novations of or participations in a loan acquired in secondary markets since, in addition to the risks described above, certain derivative transactions may be subject to leverage risk and greater illiquidity
risk, counterparty risk, valuation risk and other risks. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Management Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund is
subject to management risk because it is an actively managed investment portfolio. PIMCO and each individual portfolio manager will apply investment techniques and risk analysis in making investment decisions for the Fund, but there can be no
guarantee that these decisions will produce the desired results. Certain securities or other instruments in which the Fund seeks to invest may not be available in the quantities desired. In addition, regulatory restrictions, actual or potential
conflicts of interest or other considerations may cause PIMCO to restrict or prohibit participation in certain investments. In such circumstances, PIMCO or the individual portfolio managers may determine to purchase other securities or instruments
as substitutes. Such substitute securities or instruments may not perform as intended, which could result in losses to the Fund. To the extent the Fund employs strategies targeting perceived pricing inefficiencies, arbitrage strategies or similar
strategies, it is subject to the risk that the pricing or valuation of the securities and instruments involved in such strategies may change unexpectedly, which may result in reduced returns or losses to the Fund. The Fund is also subject to the
risk that deficiencies in the internal systems or controls of PIMCO or another service provider will cause losses for the Fund or hinder Fund operations. For example, trading delays or errors (both human and systemic) could prevent the Fund from
purchasing a security expected to appreciate in value. Additionally, legislative, regulatory, or tax restrictions, policies or developments may affect the investment
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Principal Risks of the Funds<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
techniques available to PIMCO and each individual portfolio manager in connection with managing the Fund and may also adversely affect the ability of the Fund to achieve its investment
objectives. There also can be no assurance that all of the personnel of PIMCO will continue to be associated with PIMCO for any length of time. The loss of the services of one or more key employees of PIMCO could have an adverse impact on the
Fund&#146;s ability to realize its investment objectives. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition, the Fund may rely on various third-party sources to calculate its NAV. As a result, the Fund is subject to certain operational risks associated with reliance on service providers
and service providers&#146; data sources. In particular, errors or systems failures and other technological issues may adversely impact the Fund&#146;s calculations of its NAV, and such NAV calculation issues may result in inaccurately calculated
NAVs, delays in NAV calculation and/or the inability to calculate NAVs over extended periods. The Fund may be unable to recover any losses associated with such failures. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Market Discount Risk </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The price of the Fund&#146;s Common Shares will fluctuate with market conditions and other factors. If you sell your Common Shares, the price
received may be more or less than your original investment. The Common Shares are designed for long-term investors and should not be treated as trading vehicles. Shares <FONT STYLE="white-space:nowrap">of&nbsp;closed-end&nbsp;management</FONT>
investment companies frequently trade at a discount from their NAV. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Market Disruptions Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The
Fund is subject to investment and operational risks associated with financial, economic and other global market developments and disruptions, including those arising from war, terrorism, market manipulation, government interventions, defaults and
shutdowns, political changes or diplomatic developments, public health emergencies (such&nbsp;as the spread of infectious diseases, pandemics and epidemics) and natural/environmental disasters, which can all negatively impact the securities markets
and cause the Fund to lose value. These events can also impair the technology and other operational systems upon which the Fund&#146;s service providers, including PIMCO as the Fund&#146;s investment adviser, rely, and could otherwise disrupt the
Fund&#146;s service providers&#146; ability to fulfill their obligations to the Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In March 2020, the U.S. Federal Reserve made two emergency interest-rate cuts, moving short-term rates to near zero, issued forward guidance that rates will remain low until the economy
weathers the <FONT STYLE="white-space:nowrap">COVID-19</FONT> crisis, and resumed quantitative easing. Additionally, Congress approved a $2 trillion stimulus package to offset the severity and duration of a potential
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">COVID-19-related</FONT></FONT> recession. Dozens of central banks across Europe, Asia, and elsewhere announced similar economic relief packages.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Market Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The market price of securities owned by the Fund may go up or down, sometimes rapidly or unpredictably. Securities may decline in value due to factors affecting securities markets generally
or particular industries represented in the securities markets. The value of a security may decline due to general market conditions that are not specifically related to a particular company, such as real or perceived adverse economic conditions,
changes in the general outlook for corporate earnings, changes in interest or currency rates, adverse changes to credit markets or adverse investor sentiment generally. The value of a security may also decline due to factors that affect a particular
industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. During a general downturn in the securities markets, multiple asset classes may decline in value simultaneously. Equity
securities generally have greater price volatility than fixed income securities. Credit ratings downgrades may also negatively affect securities held by the Fund. Even when markets perform well, there is no assurance that the investments held by the
Fund will increase in value along with the broader market. In addition, market risk includes the risk that geopolitical events will disrupt the economy on a national or global level. For instance, terrorism, market manipulation, government defaults,
government shutdowns, political changes or diplomatic developments, and natural/environmental disasters can all negatively impact the securities markets, which could cause the Fund to lose value. The current contentious domestic political
environment, as well as political and diplomatic events within the United States and abroad, such as the U.S. government&#146;s inability at times to agree on a long-term budget and deficit reduction plan, has in the past resulted, and may in the
future result, in a government shutdown, which could have an adverse impact on the Fund&#146;s investments and operations. Additional and/or prolonged U.S. federal government shutdowns may affect investor and consumer confidence and may adversely
impact financial markets and the broader economy, perhaps suddenly and to a significant degree. Any market disruptions could also prevent the Fund from executing advantageous investment decisions in a timely manner. To the extent the Fund focuses
its investments in a region enduring geopolitical market disruption, it will face higher risks of loss. Thus, investors should closely monitor current market conditions to determine whether the Fund meets their individual financial needs and
tolerance for risk. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Current market conditions may
pose heightened risks with respect to the Fund&#146;s investment in fixed income securities. Interest rates in the U.S. are near historically low levels. Any interest rate increases in the future could cause the value of any Fund that invests in
fixed income securities to decrease. As such, fixed income securities markets may experience heightened levels of interest rate, volatility and liquidity&nbsp;risk.
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>180</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Exchanges and securities markets may close early, close late or issue trading halts on
specific securities, which may result in, among other things, the Fund being unable to buy or sell certain securities or financial instruments at an advantageous time or accurately price its portfolio investments. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Mortgage-Related and Other Asset-Backed Instruments Risk </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Generally, rising interest rates tend to extend the duration of fixed rate mortgage-related assets, making them more sensitive to changes in
interest rates. As a result, in a period of rising interest rates, the Fund may exhibit additional volatility since individual mortgage holders are less likely to exercise prepayment options, thereby putting additional downward pressure on the value
of these securities and potentially causing the Fund to lose money. This is known as extension risk. Mortgage-backed securities can be highly sensitive to rising interest rates, such that even small movements can cause the Fund to lose value.
Mortgage-backed securities, and in particular those not backed by a government guarantee, are subject to credit risk. When interest rates decline, borrowers may pay off their mortgages sooner than expected. This can reduce the returns of the Fund
because the Fund may have to reinvest that money at the lower prevailing interest rates. The Fund&#146;s investments in other asset-backed instruments are subject to risks similar to those associated with mortgage-related assets, as well as
additional risks associated with the nature of the assets and the servicing of those assets. Payment of principal and interest on asset-backed instruments may be largely dependent upon the cash flows generated by the assets backing the instruments,
and asset-backed instruments may not have the benefit of any security interest in the related assets. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Subordinate mortgage-backed or asset-backed instruments are paid interest only to the extent that there are funds available to make payments. To the extent the collateral pool includes a
large percentage of delinquent loans, there is a risk that interest payment on subordinate mortgage-backed or asset-backed instruments will not be fully paid. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">There are multiple tranches of mortgage-backed and asset-backed instruments, offering investors various maturity and credit risk
characteristics. Tranches are categorized as senior, mezzanine, and subordinated/equity or &#147;first loss,&#148; according to their degree of risk. The most senior tranche of a mortgage-backed or asset-backed instrument has the greatest
collateralization and pays the lowest interest rate. If there are defaults or the collateral otherwise underperforms, scheduled payments to senior tranches take precedence over those of mezzanine tranches, and scheduled payments to mezzanine
tranches take precedence over those to subordinated/equity tranches. Lower tranches represent lower degrees of credit quality and pay higher interest rates intended to compensate
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
for the attendant risks. The return on the lower tranches is especially sensitive to the rate of defaults in the collateral pool. The lowest tranche (i.e., the &#147;equity&#148; or
&#147;residual&#148; tranche) specifically receives the residual interest payments (i.e., money that is left over after the higher tranches have been paid and expenses of the issuing entities have been paid) rather than a fixed interest rate. The
Fund expects that investments in subordinate mortgage-backed and other asset-backed instruments will be subject to risks arising from delinquencies and foreclosures, thereby exposing its investment portfolio to potential losses. Subordinate
securities of mortgage-backed and other asset-backed instruments are also subject to greater credit risk than those mortgage-backed or other asset-backed instruments that are more highly rated. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The mortgage markets in the United States and in various
foreign countries have experienced extreme difficulties in the past that adversely affected the performance and market value of certain of the Fund&#146;s mortgage-related investments. Delinquencies and losses on residential and commercial mortgage
loans (especially subprime and second-lien mortgage loans) may increase, and a decline in or flattening of housing and other real property values may exacerbate such delinquencies and losses. In addition, reduced investor demand for mortgage loans
and mortgage-related securities and increased investor yield requirements have caused limited liquidity in the secondary market for mortgage-related securities, which can adversely affect the market value of mortgage-related securities. It is
possible that such limited liquidity in such secondary markets could continue or&nbsp;worsen. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2"><B>Operational Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">An investment in the Fund, like any fund, can involve
operational risks arising from factors such as processing errors, human errors, inadequate or failed internal or external processes, failures in systems and technology, changes in personnel and errors caused by third-party service providers. The
occurrence of any of these failures, errors or breaches could result in a loss of information, regulatory scrutiny, reputational damage or other events, any of which could have a material adverse effect on the Fund. While the Fund seeks to minimize
such events through controls and oversight, there may still be failures that could cause losses to the Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2"><B>Other Investment Companies Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">When investing in an investment company, the
Fund will bear its ratable share of that investment company&#146;s expenses and would remain subject to payment of the Fund&#146;s management fees and other expenses with respect to assets so invested. Common Shareholders would therefore be subject
to duplicative expenses to the extent the Fund invests in other investment companies. In addition, the securities of other investment companies may also be leveraged and will therefore be subject to same leverage risks.
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Principal Risks of the Funds<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Platform Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">If the Fund purchases Alt Lending ABS on an alternative lending platform, the Fund will have the right to receive principal and interest payments due on loans underlying the Alt Lending ABS
only if the platform servicing the loans receives the borrower&#146;s payments on such loans and passes such payments through to the Fund. If a borrower is unable or fails to make payments on a loan for any reason, the Fund may be greatly limited in
its ability to recover any outstanding principal or interest due, as (among other reasons) the Fund may not have direct recourse against the borrower or may otherwise be limited in its ability to directly enforce its rights under the loan, whether
through the borrower or the platform through which such loan was originated, the loan may be unsecured or under-collateralized and/or it may be impracticable to commence a legal proceeding against the defaulting&nbsp;borrower. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may have limited knowledge about the underlying loans
and is dependent upon the platform for information regarding underlying loans. Although the Fund may conduct diligence on the platforms, the Fund generally does not have the ability to independently verify the information provided by the platforms,
other than payment information regarding loans and other alternative lending-related instruments owned by the Fund, which the Fund observes directly as payments are received. With respect to alternative lending instruments that the Fund purchases in
the secondary market (i.e., not directly from an alternative lending platform), the Fund may not perform the same level of diligence on such platform or at all. The Fund may not review the particular characteristics of the loans collateralizing an
Alt Lending ABS, but rather negotiate in advance with platforms the general criteria of the underlying loans. As a result, the Fund is dependent on the platforms&#146; ability to collect, verify and provide information to the Fund about each loan
and borrower. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund relies on the
borrower&#146;s credit information, which is provided by the platforms. However, such information may be out of date, incomplete or inaccurate and may, therefore, not accurately reflect the borrower&#146;s actual creditworthiness. Platforms may not
have an obligation to update borrower information, and, therefore, the Fund may not be aware of any impairment in a borrower&#146;s creditworthiness subsequent to the making of a particular loan. The platforms&#146; credit decisions and scoring
models may be based on algorithms that could potentially contain programming or other errors or prove to be ineffective or otherwise flawed. This could adversely affect loan pricing data and approval processes and could cause loans to be mispriced
or misclassified, which could ultimately have a negative impact on the Fund&#146;s performance. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition, the underlying loans, in some cases, may be affected by the success of the platforms through which they are facilitated. Therefore, disruptions in the businesses of such
platforms may also
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
negatively impact the value of the Fund&#146;s investments. In addition, disruption in the business of a platform could limit or eliminate the ability of the Fund to invest in loans originated by
that platform, and therefore the Fund could lose some or all of the benefit of its diligence effort with respect to that platform. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Platforms are <FONT STYLE="white-space:nowrap">for-profit</FONT> businesses that, as a general matter, generate revenue by collecting fees on
funded loans from borrowers and by assessing a loan servicing fee on investors, which may be a fixed annual amount or a percentage of the loan or amounts collected. This business could be disrupted in multiple ways; for example, a platform could
file for bankruptcy or a platform might suffer reputational harm from negative publicity about the platform or alternative lending more generally and the loss of investor confidence in the event that a loan facilitated through the platform is not
repaid and the investor loses money on its investment. Many platforms and/or their affiliates have incurred operating losses since their inception and may continue to incur net losses in the future, particularly as their businesses grow and they
incur additional operating expenses. Platforms may also be forced to defend legal action taken by regulators or governmental bodies. Alternative lending is a newer industry operating in an evolving legal environment. Platforms may be subject to risk
of litigation alleging violations of law and/or regulations, including, for example, consumer protection laws, whether in the U.S. or in foreign jurisdictions. Platforms may be unsuccessful in defending against such lawsuits or other actions and, in
addition to the costs incurred in fighting any such actions, platforms may be required to pay money in connection with the judgments, settlements or fines or may be forced to modify the terms of its borrower loans, which could cause the platform to
realize a loss or receive a lower return on a loan than originally anticipated. Platforms may also be parties to litigation or other legal action in an attempt to protect or enforce their rights or those of affiliates, including intellectual
property rights, and may incur similar costs in connection with any such efforts. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund&#146;s investments in Alt Lending ABS may expose the Fund to the credit risk of the issuer. Generally, such instruments are unsecured obligations of the issuer; an issuer that
becomes subject to bankruptcy proceedings may be unable to make full and timely payments on its obligations to the Fund, even if the payments on the underlying loan or loans continue to be made timely and in full. In addition, when the Fund owns Alt
Lending ABS, the Fund and its custodian generally does not have a contractual relationship with, or personally identifiable information regarding, individual borrowers, so the Fund will not be able to enforce underlying loans directly against
borrowers and may not be able to appoint an alternative servicing agent in the event that a platform or third-party servicer, as applicable, ceases to service the underlying loans. Therefore, the Fund is more dependent on the platform for servicing
than if the Fund had owned whole loans through </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">the platform. Where such interests are secured, the Fund relies on the platform to perfect the
Fund&#146;s security interest. In addition, there may be a delay between the time the Fund commits to purchase an instrument issued by a platform, its affiliate or a special purpose entity sponsored by the platform or its affiliate and the issuance
of such instrument and, during such delay, the funds committed to such an investment will not earn interest on the investment nor will they be available for investment in other alternative lending-related instruments, which will reduce the effective
rate of return on the investment. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Portfolio Turnover Risk
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Investment Manager manages the Fund without regard generally to restrictions on portfolio turnover. The use of futures
contracts and other derivative instruments with relatively short maturities may tend to exaggerate the portfolio turnover rate for the Fund. Trading in fixed income securities does not generally involve the payment of brokerage commissions, but does
involve indirect transaction costs. The use of futures contracts and other derivative instruments may involve the payment of commissions to futures commission merchants or other intermediaries. Higher portfolio turnover involves correspondingly
greater expenses to the Fund, including brokerage commissions or <FONT STYLE="white-space:nowrap">dealer&nbsp;mark-ups&nbsp;and</FONT> other transaction costs on the sale of securities and reinvestments in other securities. The higher the rate of
portfolio turnover of the Fund, the higher these transaction costs borne by the Fund generally will be. Such sales may result in realization of taxable capital gains (including short-term capital gains, which are generally taxed to shareholders at
ordinary income tax rates when distributed net of short-term capital losses and net long-term capital losses), and may adversely impact the <FONT STYLE="white-space:nowrap">Fund&#146;s&nbsp;after-tax&nbsp;returns.</FONT> </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Potential Conflicts of Interest Risk &#151; Allocation of Investment
Opportunities </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Investment Manager is involved worldwide with a broad spectrum of financial services and asset management
activities and may engage in the ordinary course of business in activities in which their interests or the interests of their clients may conflict with those of the Fund. The Investment Manager may provide investment management services to other
funds and discretionary managed accounts that follow an investment program similar to that of the Fund. Subject to the requirements of the 1940 Act, the Investment Manager intends to engage in such activities and may receive compensation from third
parties for its services. The results of the Fund&#146;s investment activities may differ from those of the Fund&#146;s affiliates, or another account managed by the Fund&#146;s affiliates, and it is possible that the Fund could sustain losses
during periods in which one or more of the Fund&#146;s affiliates and/or other accounts managed by the Investment Manager or its affiliates, including proprietary accounts, achieve profits on their trading. The Investment Manager has adopted
policies and procedures reasonably designed to allocate investment opportunities on a fair and equitable basis over time.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Preferred Securities Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition to equity securities risk, credit risk and possibly high yield risk, investment in preferred securities involves certain other risks. Certain preferred securities contain
provisions that allow an issuer under certain conditions to skip or defer distributions. If the Fund owns a preferred security that is deferring its distribution, the Fund may be required to include the amount of the deferred distribution in its
taxable income for tax purposes although it does not currently receive such amount in cash. In order to receive the special treatment accorded to regulated investment companies and their shareholders under the Internal Revenue Code of 1986, as
amended (the &#147;Code&#148;), and to avoid U.S. federal income and/or excise taxes at the Fund level, the Fund may be required to distribute this income to shareholders in the tax year in which the income is recognized (without a corresponding
receipt of cash). Therefore, the Fund may be required to pay out as an income distribution in any such tax year an amount greater than the total amount of cash income the Fund actually received and to sell portfolio securities, including at
potentially disadvantageous times or prices, to obtain cash needed for these income distributions. Preferred securities often are subject to legal provisions that allow for redemption in the event of certain tax or legal changes or at the
issuer&#146;s call. In the event of redemption, the Fund may not be able to reinvest the proceeds at comparable rates of return. Preferred securities are subordinated to bonds and other debt securities in an issuer&#146;s capital structure in terms
of priority for corporate income and liquidation payments, and therefore will be subject to greater credit risk than those debt securities. Preferred securities may trade less frequently and in a more limited volume and may be subject to more abrupt
or erratic price movements than many other securities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Privacy
and Data Security Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund generally does not intend to obtain or hold borrowers&#146;
<FONT STYLE="white-space:nowrap">non-public</FONT> personal information, and the Fund intends to implement procedures designed to prevent the disclosure of borrowers&#146; <FONT STYLE="white-space:nowrap">non-public</FONT> personal information to
the Fund. However, service providers to the Fund or its direct or indirect fully-owned subsidiaries, including their custodians and the platforms acting as loan servicers for the Fund or its direct or indirect fully-owned subsidiaries, may obtain,
hold or process such information. The Fund cannot guarantee the security of <FONT STYLE="white-space:nowrap">non-public</FONT> personal information in the possession of such a service provider and cannot guarantee that service providers have been
and will continue to comply with the Gramm-Leach-Bliley Act (&#147;GLBA&#148;), other data security and privacy laws and any other related regulatory requirements. Violations of GLBA and other laws could subject the Fund to litigation and/or fines,
penalties or other regulatory action, which, individually or in the aggregate, could have an adverse effect on the Fund. The Fund may also face regulations related to privacy and data security in the other jurisdictions in which the Fund invests.
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Principal Risks of the Funds<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Private Placements Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A private placement involves the sale of securities that have not been registered under the Securities Act or relevant provisions of
<FONT STYLE="white-space:nowrap">applicable&nbsp;non-U.S.&nbsp;law</FONT> to certain institutional and qualified individual purchasers, such as the Fund. Securities received in a private placement generally are subject to strict restrictions on
resale, and there may be no liquid secondary market or ready purchaser for such securities. Therefore, the Fund may be unable to dispose of such securities when it desires to do so, or at the most favorable time or price. Private placements may also
raise valuation risks. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Privately-Issued Mortgage-Related
Securities Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">There are no direct or indirect government or agency guarantees of payments in pools created <FONT
STYLE="white-space:nowrap">by&nbsp;non-governmental&nbsp;issuers.</FONT> Privately-issued mortgage-related securities are also not subject to the same underwriting requirements for the underlying mortgages that are applicable to those
mortgage-related securities that have a government or government-sponsored entity guarantee. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Privately-issued mortgage-related securities are not traded on an exchange and there may be a limited market for the securities, especially when there is a perceived weakness in the mortgage
and real estate market sectors. Without an active trading market, mortgage-related securities held in the Fund&#146;s portfolio may be particularly difficult to value because of the complexities involved in assessing the value of the underlying
mortgage loans. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Regulatory Changes Risk </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Financial entities, such as investment companies and investment advisers, are generally subject to extensive government regulation and
intervention. Government regulation and/or intervention may change the way the Fund is regulated, affect the expenses incurred directly by the Fund and the value of its investments, and limit and /or preclude the Fund&#146;s ability to achieve its
investment objective. Government regulation may change frequently and may have significant adverse consequences. The Fund and the Investment Manager have historically been eligible for exemptions from certain regulations. However, there is no
assurance that the Fund and the Investment Manager will continue to be eligible for such exemptions. Actions by governmental entities may also impact certain instruments in which the Fund invests. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Moreover, government regulation may have unpredictable and
unintended effects. Legislative or regulatory actions to address perceived liquidity or other issues in fixed income markets generally, or in particular markets such as the municipal securities market, may alter or impair the Fund&#146;s ability to
pursue its investment objectives or utilize certain investment strategies and techniques. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Current rules related to credit risk retention requirements for asset-backed securities may increase the cost to originators, securitizers and, in certain cases, asset managers of
securitization vehicles in which the
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Fund may invest. The impact of the risk retention rules on the securitization markets is uncertain. These requirements may increase the costs to originators, securitizers, and, in certain cases,
collateral managers of securitization vehicles in which the Fund may invest, which costs could be passed along to such Fund as an investor in such vehicles. In addition, the costs imposed by the risk retention rules on originators, securitizers
and/or collateral managers may result in a reduction of the number of new offerings of asset-backed securities and thus in fewer investment opportunities for the Fund. A reduction in the number of new securitizations could also reduce liquidity in
the markets for certain types of financial assets, which in turn could negatively affect the returns on the Fund&#146;s investment. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Regulatory Risk &#151; Commodity Pool Operator </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The CFTC has adopted regulations that subject registered investment companies and their investment advisers to regulation by the CFTC if the registered investment company invests more than a
prescribed level of its liquidation value in futures, options on futures or commodities, swaps, or other financial instruments regulated under the CEA and the rules thereunder (&#147;commodity interests&#148;), or if the Fund markets itself as
providing investment exposure to such instruments. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Regulatory
Risk &#151; LIBOR </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund&#146;s investments, payment obligations and financing terms may rely in some fashion on LIBOR.
LIBOR is expected to be phased out by the end of 2021 and there remains uncertainty regarding the future utilization of LIBOR and the nature of any replacement rate. Any potential effects of the transition away from LIBOR on the Fund or on certain
instruments in which the Fund invests can be difficult to ascertain, and they may vary depending on factors that include, but are not limited to: (i)&nbsp;existing fallback or termination provisions in individual contracts and (ii)&nbsp;whether,
how, and when industry participants develop and adopt new reference rates and fallbacks for both legacy and new products and instruments. For example, certain of the Fund&#146;s investments may involve individual contracts that have no existing
fallback provision or language that contemplates the discontinuation of LIBOR, and those investments could experience increased volatility or illiquidity as a result of the transition process. In addition, interest rate provisions included in such
contracts, or in contracts or other arrangements entered into by the Fund, may need to be renegotiated. The transition may also result in a reduction in the value of certain instruments held by the Fund, a change in the cost of borrowing or the
dividend rate for any preferred shares that may be issued by the Fund, or a reduction in the effectiveness of related Fund transactions such as hedges. Any such effects of the transition away from LIBOR, as well as other unforeseen effects, could
result in losses to the Fund. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Reinvestment Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Income from the Fund&#146;s portfolio will decline if and when the Fund invests the proceeds from matured, traded or called debt obligations at market interest rates that are below the
portfolio&#146;s current earnings rate. The Fund also may choose to sell higher yielding portfolio securities and to purchase lower yielding securities to achieve greater portfolio diversification, because the portfolio managers believe the current
holdings are overvalued or for other investment-related reasons. A decline in income received by the Fund from its investments is likely to have a negative effect on dividend levels and the market price, NAV and/or overall return of the Common
Shares. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Repurchase Agreements Risk </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may enter into repurchase agreements, in which the Fund purchases a security from a bank or broker-dealer, which agrees to
repurchase the security at the Fund&#146;s cost plus interest within a specified time. If the party agreeing to repurchase should default, the Fund will seek to sell the securities which it holds. This could involve procedural costs or delays in
addition to a loss on the securities if their value should fall below their repurchase price. Repurchase agreements may be or become illiquid. These events could also trigger adverse tax consequences for the Fund. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Restricted Securities Risk </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A private placement involves the sale of securities that have not been registered under the Securities Act or relevant provisions of <FONT
STYLE="white-space:nowrap">applicable&nbsp;non-U.S.&nbsp;law</FONT> to certain institutional and qualified individual purchasers, such as the Fund. In addition to the general risks to which all securities are subject, securities received in a
private placement generally are subject to strict restrictions on resale, and there may be no liquid secondary market or ready purchaser for such securities. Therefore, the Fund may be unable to dispose of such securities when it desires to do so,
or at the most favorable time or price. Private placements may also raise valuation risks. Restricted securities are often purchased at a discount from the market price of unrestricted securities of the same issuer reflecting the fact that such
securities may not be readily marketable without some time delay. Such securities are often more difficult to value and the sale of such securities often requires more time and results in higher brokerage charges or dealer discounts and other
selling expenses than does the sale of liquid securities trading on national securities exchanges or in <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">the&nbsp;over-the-counter&nbsp;markets.</FONT></FONT> Until the Fund can sell
such securities into the public markets, its holdings will be less liquid and any sales will need to be made pursuant to an exemption under the Securities Act. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Segregation and Coverage Risk </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Certain portfolio management techniques, such as, among other things, entering into reverse repurchase agreement transactions, swap
agreements, futures contracts or other derivative transactions,
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purchasing securities on a when-issued or delayed delivery basis or engaging in short sales may be considered senior securities unless steps are taken to segregate the Fund&#146;s assets or
otherwise cover its obligations. To avoid having these instruments considered senior securities, the Fund may segregate liquid assets with a value equal (on a
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">daily&nbsp;mark-to-market&nbsp;basis)</FONT></FONT> to its obligations under these types of leveraged transactions, enter into offsetting transactions or otherwise cover such
transactions. At times, all or a substantial portion of the Fund&#146;s liquid assets may be segregated for purposes of various portfolio transactions. The Fund may be unable to use such segregated assets for certain other purposes, which could
result in the Fund earning a lower return on its portfolio than it might otherwise earn if it did not have to segregate those assets in respect of, or otherwise cover, such portfolio positions. To the extent the Fund&#146;s assets are segregated or
committed as cover, it could limit the Fund&#146;s investment flexibility. Segregating assets and covering positions will not limit or offset losses on related positions. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Senior Debt Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund may be subject to greater levels of credit risk than funds that do not invest in below investment grade senior debt. The Fund may also be subject to greater levels of liquidity risk
than funds that do not invest in senior debt. Restrictions on transfers in loan agreements, a lack of publicly available information and other factors may, in certain instances, make senior debt more difficult to sell at an advantageous time or
price than other types of securities or instruments. Additionally, if the issuer of senior debt prepays, the Fund will have to consider reinvesting the proceeds in other senior debt or similar instruments that may pay lower interest rates.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Smaller Company Risk </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The general risks associated with debt instruments or equity securities are particularly pronounced for securities issued by companies with
small market capitalizations. Small capitalization companies involve certain special risks. They are more likely than larger companies to have limited product lines, markets or financial resources, or to depend on a small, inexperienced management
group. Securities of smaller companies may trade less frequently and in lesser volume than more widely held securities and their values may fluctuate more sharply than other securities. They may also have limited liquidity. These securities may
therefore be more vulnerable to adverse developments than securities of larger companies, and the Fund may have difficulty purchasing or selling securities positions in smaller companies at prevailing market prices. Also, there may be less publicly
available information about smaller companies or less market interest in their securities as compared to larger companies. Companies with <FONT STYLE="white-space:nowrap">medium-sized</FONT> market capitalizations may have risks similar to those of
smaller&nbsp;companies. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
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<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
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STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Sovereign Debt Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition to the other risks applicable to debt investments, sovereign debt may decline in value as a result of default or other adverse credit event resulting from an issuer&#146;s
inability or unwillingness to make principal or interest payments in a timely fashion. A sovereign entity&#146;s failure to make timely payments on its debt can result from many factors, including, without limitation, insufficient foreign currency
reserves or an inability to sufficiently manage fluctuations in relative currency valuations, an inability or unwillingness to satisfy the demands of creditors and/or relevant supranational entities regarding debt service or economic reforms, the
size of the debt burden relative to economic output and tax revenues, cash flow difficulties, and other political and social considerations. The risk of loss to the Fund in the event of a sovereign debt default or other adverse credit event is
heightened by the unlikelihood of any formal recourse or means to enforce its rights as a holder of the sovereign debt. In addition, sovereign debt restructurings, which may be shaped by entities and factors beyond the Fund&#146;s control, may
result in a loss in value of the Fund&#146;s sovereign debt holdings. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Structured Investments Risk </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Holders of structured products, including structured notes, credit-linked notes and other types of structured products, bear the risks of the
underlying investments, index or reference obligation and are subject to counterparty risk. The Fund may have the right to receive payments only from the structured product, and generally does not have direct rights against the issuer or the entity
that sold the assets to be securitized. While certain structured products enable the investor to acquire interests in a pool of securities without the brokerage and other expenses associated with directly holding the same securities, investors in
structured products generally pay their share of the structured product&#146;s administrative and other expenses. Although it is difficult to predict whether the prices of indices and securities underlying structured products will rise or fall,
these prices (and, therefore, the prices of structured products) are generally influenced by the same types of political and economic events that affect issuers of securities and capital markets generally. If the issuer of a structured product uses
shorter term financing to purchase longer term securities, the issuer may be forced to sell its securities at below market prices if it experiences difficulty in obtaining such financing, which may adversely affect the value of the structured
products owned by the Fund. Structured products generally entail risks associated with derivative instruments. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2"><B>Subprime Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Loans, and debt instruments collateralized by loans, acquired by
the Fund may be subprime in quality, or may become subprime in quality. Although there is no specific legal or market definition of &#147;subprime,&#148; subprime loans are generally understood to refer to loans made to
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
borrowers that display poor credit histories and other characteristics that correlate with a higher default risk. Accordingly, subprime loans, and debt instruments secured by such loans, have
speculative characteristics and are subject to heightened risks, including the risk of nonpayment of interest or repayment of principal, and the risks associated with investments in high yield securities. In addition, these instruments could be
subject to increased regulatory scrutiny. The Fund is not restricted by any particular borrower credit criteria when acquiring loans or debt instruments collateralized by loans. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Subsidiary Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">To the extent the Fund invests through one or more of its subsidiaries, the Fund would be exposed to the risks associated with such subsidiary&#146;s investments. Such subsidiaries would
likely not be registered as investment companies under the 1940 Act and therefore would not be subject to all of the investor protections of the 1940 Act. Changes in the laws of the United States and/or the jurisdiction in which a subsidiary is
organized could result in the inability of the Fund and/or the subsidiary to operate as intended and could adversely affect the Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Synthetic Convertible Securities Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The values of synthetic convertible securities will respond differently to market fluctuations than a traditional convertible security because a synthetic convertible is composed of two or
more separate securities or instruments, each with its own market value. Synthetic convertible securities are also subject to the risks associated with derivatives. In addition, if the value of the underlying common stock or the level of the index
involved in the convertible element falls below the strike price of the warrant or option, the warrant or option may lose all value. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Tax Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund has elected
to be treated as a &#147;regulated investment company&#148; (a &#147;RIC&#148;) under the Code and intends each year to qualify and be eligible to be treated as such, so that it generally will not be subject to U.S. federal income tax on its net
investment income or net short-term or long-term capital gains, that are distributed (or deemed distributed, as described below) to shareholders. In order to qualify and be eligible for such treatment, the Fund must meet certain asset
diversification tests, derive at least 90% of its gross income for such year from certain types of qualifying income, and distribute to its shareholders at least 90% of its &#147;investment company taxable income&#148; as that term is defined in the
Code (which includes, among other things, dividends, taxable interest and the excess of any net short-term capital gains over net long-term capital losses, as reduced by certain deductible expenses). </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund&#146;s investment strategy will potentially be limited
by its intention to continue qualifying for treatment as a RIC, and can limit the Fund&#146;s ability to continue qualifying as such. The tax treatment of
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">certain of the Fund&#146;s investments under one or more of the qualification or distribution
tests applicable to regulated investment companies is uncertain. An adverse determination or future guidance by the IRS or a change in law might affect the Fund&#146;s ability to qualify or be eligible for treatment as a RIC. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">If, in any year, the Fund were to fail to qualify for treatment
as a RIC under the Code, and were ineligible to or did not otherwise cure such failure, the Fund would be subject to tax on its taxable income at corporate rates and, when such income is distributed, shareholders would be subject to a further tax to
the extent of the Fund&#146;s current or accumulated earnings and profits. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2"><B>U.S. Government Securities Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Certain U.S. Government Securities such as U.S.
Treasury bills, notes and bonds and mortgage-related securities guaranteed by the GNMA, are supported by the full faith and credit of the United States; others, such as those of Federal Home Loan Banks (&#147;FHLBs&#148;) or the Federal Home Loan
Mortgage Corporation (&#147;FHLMC&#148;), are supported by the right of the issuer to borrow from the U.S. Treasury; others, such as those of the FNMA, are supported by the discretionary authority of the U.S. Government to purchase the agency&#146;s
obligations; and still others are supported only by the credit of the agency, instrumentality or corporation. Although legislation has been enacted to support certain government sponsored entities, including the FHLBs, FHLMC and FNMA, there is no
assurance that the obligations of such entities will be satisfied in full, or that such obligations will not decrease in value or default. It is difficult, if not impossible, to predict the future political, regulatory or economic changes that could
impact the government sponsored entities and the values of their related securities or obligations. In addition, certain governmental entities, including FNMA and FHLMC, have been subject to regulatory scrutiny regarding their accounting policies
and practices and other concerns that may result in legislation, changes in regulatory oversight and/or other consequences that could adversely affect the credit quality, availability or investment character of securities issued by these entities.
Yields available from U.S. Government debt securities are generally lower than the yields available from such other securities. The values of U.S. Government Securities change as interest rates fluctuate. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Valuation Risk </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Certain securities in which the Fund invests may be less liquid and more difficult to value than other types of securities. When market quotations or pricing service prices are not readily
available or are deemed to be unreliable, the Fund values its investments at fair value as determined in good faith pursuant to policies and procedures approved by the Board. Fair value pricing may require subjective determinations about the value
of a security or other asset. As a result, there can be no assurance that fair value pricing will result in adjustments to the prices of securities or
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
other assets or that fair value pricing will reflect actual market value, and it is possible that the fair value determined for a security or other asset will be materially different from quoted
or published prices, from the prices used by others for the same security or other asset and/or from the value that actually could be or is realized upon the sale of that security or other asset. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP> Defined terms used and not otherwise defined in this section have the meanings set forth in the Principal Investment Strategies section.
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>187</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_18d"></A>Risk Management Strategies<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> </B></FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT
STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A Fund may (but is not required to) use various investment strategies to attempt to hedge
exposure to reduce the risk of price fluctuations of its portfolio securities, the risk of loss, and to preserve capital. Derivatives strategies and instruments that a Fund may use include, among others, reverse repurchase agreements; interest rate
swaps; total return swaps; credit default swaps; basis swaps; other types of swap agreements or options thereon; dollar rolls; futures and forward contracts (including foreign currency exchange contracts); short sales; options on financial futures;
options based on either an index of municipal securities or taxable debt securities whose prices, PIMCO believes, correlate with the prices of the Fund&#146;s investments; other derivative transactions; loans of portfolio securities and when-issued,
delayed delivery and forward commitment transactions. Income earned by a Fund from its hedging and related transactions may be subject to one or more special U.S. federal income tax rules that can affect the amount, timing and/or character of
distributions to holders of the Fund&#146;s Common Shares. For instance, many hedging activities will be treated as capital gain and, if not offset by net realized capital loss, will be distributed to shareholders in taxable distributions. If
effectively used, hedging strategies will offset in varying percentages losses incurred on a Fund&#146;s investments due to adverse interest rate changes. There is no assurance that these hedging strategies will be available at any time or that
PIMCO will determine to use them for a Fund or, if used, that the strategies will be successful. PIMCO may determine not to engage in hedging strategies or to do so only in unusual circumstances or market conditions. In addition, a Fund may be
subject to certain restrictions on its use of hedging strategies imposed by guidelines of one or more ratings agencies that may issue ratings on any preferred shares issued by the Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A Fund may take certain actions if short-term interest rates increase or market conditions otherwise change (or
the Fund anticipates such an increase or change) and the Fund&#146;s leverage begins (or is expected) to adversely affect holders of its Common Shares. In order to attempt to offset such a negative impact of leverage on holders of Common Shares, a
Fund may shorten the average maturity or duration of its investment portfolio (by investing in short-term, high quality securities or implementing certain hedging strategies). Should a Fund issue preferred shares, the Fund also may attempt to reduce
leverage by redeeming or otherwise purchasing preferred shares or by reducing any holdings in other instruments that create leverage. The success of any such attempt to limit leverage risk depends on PIMCO&#146;s ability to accurately predict
interest rate or other market changes. Because of the difficulty of making such predictions, a Fund may not be successful in managing its interest rate exposure in the manner described above. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition, each Fund has adopted certain investment limitations designed to limit investment risk. See
&#147;Fundamental Investment Restrictions&#148; below for a description of these limitations.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP> Defined terms used and not otherwise
defined in this section have the meanings set forth in the Principal Investment Strategies and Principal Risks of the Funds sections.
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>188</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_18e"></A>Effects of Leverage<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT
STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The following table is furnished in response to requirements of the SEC. It is designed to
illustrate the effects of leverage through the use of senior securities, as that term is defined under Section&nbsp;18 of the 1940 Act, as well as certain other forms of leverage, such as covered reverse repurchase agreements, on Common Share total
return, assuming investment portfolio total returns (consisting of income and changes in the value of investments held in a Fund&#146;s portfolio) of <FONT STYLE="white-space:nowrap">-10%,</FONT> <FONT STYLE="white-space:nowrap">-5%,</FONT> 0%, 5%
and 10%. The table below reflects each Fund&#146;s continued use of reverse repurchase agreements as of June&nbsp;30, 2020 as a percentage of total managed assets (including assets attributable to such leverage), the estimated annual effective
interest expense rate payable by the Fund on such instruments (based on market conditions as of June&nbsp;30, 2020, and the annual return that the Fund&#146;s portfolio must experience (net of expenses) in order to cover such costs of the reverse
repurchase agreements based on such estimated annual effective interest expense
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
rate. The information below does not reflect any Fund&#146;s use of certain other forms of economic leverage achieved through the use of other instruments or transactions not considered to be
senior securities under the 1940 Act, such as covered credit default swaps or other derivative&nbsp;instruments. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The assumed investment portfolio returns in the table below are hypothetical figures and are not necessarily indicative of the investment portfolio returns experienced or expected to be
experienced by the Fund. Your actual returns may be greater or less than those appearing below. In addition, actual borrowing expenses associated with reverse repurchase agreements (or dollar rolls or borrowings, if any) used by the Fund may vary
frequently and may be significantly higher or lower than the rate used for the example below. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCM<BR>Fund,<BR>Inc.<BR>(PCM)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Global<BR>StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp;<BR>Income<BR>Fund&nbsp;(PGP)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Income<BR>Opportunity<BR>Fund (PKO)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Strategic<BR>Income&nbsp;Fund,<BR>Inc. (RCS)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic&nbsp;Credit<BR>and Mortgage<BR>Income<BR>Fund&nbsp;(PCI)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic<BR>Income<BR>Fund&nbsp;(PDI)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Reverse Repurchase Agreements as a Percentage of Total Managed Assets (Including Assets
Attributable to Reverse Repurchase Agreements)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">44.51</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">34.31</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">42.79</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">40.45</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">44.80</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">43.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Estimated Annual Effective Interest Expense Rate Payable by Fund on Reverse
Repurchase&nbsp;Agreements</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.69</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.24</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.10</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Annual Return Fund Portfolio Must Experience (net of expenses) to Cover Estimated Annual
Effective Interest Expense Rate on Reverse Repurchase Agreements</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.77</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.90</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.88</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.09</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.05</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Common Share Total Return for (10.00)% Assumed Portfolio Total Return</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(20.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(16.39</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(19.05</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(18.26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(20.09</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(19.40</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Common Share Total Return for (5.00)% Assumed Portfolio Total Return</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(11.17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(8.78</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(10.31</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(9.87</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(11.03</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(10.62</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Common Share Total Return for 0.00% Assumed Portfolio Total Return</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.16</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.57</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.47</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.84</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Common Share Total Return for 5.00% Assumed Portfolio Total Return</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.86</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.44</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.08</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Common Share Total Return for 10.00% Assumed Portfolio Total Return</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15.87</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14.05</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15.91</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">16.14</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15.72</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Common Share total return is composed of two elements &#151; the distributions paid by a Fund
to holders of Common Shares (the amount of which is largely determined by the net investment income of the Fund after paying dividend payments on any preferred shares issued by the Fund and expenses on any forms of leverage outstanding) and gains or
losses on the value of the securities and other instruments the Fund owns. As required by SEC rules, the table assumes that a Fund is more likely to suffer capital losses than to enjoy capital appreciation. For example, to assume a total return of
0%, a Fund must assume that the income it receives on its investments is entirely offset by losses in the value of those investments. This table reflects hypothetical performance of a Fund&#146;s portfolio and not the actual performance of the
Fund&#146;s Common Shares, the value of which is determined by market forces and other factors. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Should a Fund elect to add additional leverage to its portfolio, any benefits of such additional leverage cannot be fully achieved until the proceeds resulting from the use of such leverage
have been received by the Fund and invested in accordance with the Fund&#146;s investment objectives and policies. As noted above, a Fund&#146;s willingness to use
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
additional leverage, and the extent to which leverage is used at any time, will depend on many factors, including, among other things, PIMCO&#146;s assessment of the yield curve environment,
interest rate trends, market conditions and other factors. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP> Defined terms used and not otherwise defined in this section have the meanings set forth in the Principal
Investment Strategies and Principal Risks of the Funds sections. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>189</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_18f"></A>Fundamental Investment
Restrictions<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PCM Fund, Inc. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund&#146;s investment objectives and the following investment restrictions are fundamental policies, and, except as described below, the
Fund may not, without the approval of the holders of a majority of the Fund&#146;s outstanding Common Shares and, if issued, preferred shares voting together as a single class, and of the holders of a majority of the outstanding preferred shares
voting as a separate class, change its investment objectives or: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(1)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Issue senior securities (including borrowing money for other than temporary purposes) in excess of the limits set forth in the
1940 Act; or pledge its assets other than to secure such issuances or borrowings or in connection with permitted transactions involving derivative instruments, when-issued and forward commitment transactions and other permitted investment
strategies. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(2)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Make investments for the purpose of exercising control or&nbsp;management. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(3)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchase or sell real estate, commodities or commodity contracts; provided that the Fund may invest in securities secured by real
estate or interests therein or issued by companies that invest in real estate or interests therein, and the Fund may purchase and sell financial futures contracts and options thereon and other derivative instruments. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(4)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Underwrite securities of other issuers except insofar as the Fund may be deemed an underwriter under the Securities Act of 1933
in selling portfolio securities. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(5)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Make loans to other persons, except (i)&nbsp;to the extent that the Fund may be deemed to be making loans by purchasing debt
securities and entering into repurchase agreements in accordance with its investment objectives, policies and limitations and (ii)&nbsp;the Fund may lend its portfolio securities. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(6)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchase any securities on margin, except that the Fund may obtain such short-term credit as may be necessary for the clearance
of purchases and sales of portfolio securities, and may make margin deposits in connection with the entry into of positions in financial future contracts and options thereon and other derivative instruments. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(7)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Make short sales of securities in a manner inconsistent with the 1940 Act, as it may be interpreted from time to time, or in
excess of 25% of the value of the Fund&#146;s total assets. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition, as a matter of fundamental policy: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(8)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund, under normal circumstances, will invest at least 25% of its total assets (i.e. concentrate) in privately-issued
mortgage-related securities not issued or guaranteed as to principal or interest by the U.S. Government or its agencies or
</FONT></P></TD></TR></TABLE></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">


<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="32"><FONT SIZE="2">&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
instrumentalities. The Fund may not purchase any security if as a result 25% or more of the Fund&#146;s total assets (taken at current value at the time of investment) (i.e. concentrate) would be
invested in a single industry (for purposes of this restriction, investment companies are not considered to be part of any industry). </FONT></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition, the Fund will not, with respect to 75% of its total assets, purchase the securities of any issuer, except securities issued or
guaranteed by the U.S. Government or any of its agencies or instrumentalities or securities issued by other investment companies, if, as a result, (i)&nbsp;more than 5% of the Fund&#146;s total assets would be invested in the securities of that
issuer, or (ii)&nbsp;the Fund would hold more than 10% of the outstanding voting securities of that issuer. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="3">PIMCO Global
StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="2"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income Fund </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Except as described below, the Fund, as a fundamental policy,
may not, without the approval of the holders of a majority of the outstanding Common Shares, voting together as a single class: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(1)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Concentrate its investments in a particular &#147;industry,&#148; as that term is used in the 1940 Act, as interpreted, modified
or otherwise permitted from time to time by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(2)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchase or sell real estate, although it may purchase securities secured by real estate or interests therein, or securities
issued by companies that invest in real estate, or interests therein. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(3)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchase or sell commodities or commodities contracts or oil, gas or mineral programs. This restriction shall not prohibit the
Fund, subject to certain restrictions, from purchasing, selling or entering into futures contracts, options on futures contracts, forward contracts, or any interest rate, securities-related or other derivative instrument, including swap agreements
and other derivative instruments, subject to compliance with any applicable provisions of the federal securities or commodities laws. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(4)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Borrow money or issue any senior security, except to the extent permitted under the 1940 Act, as interpreted, modified or
otherwise permitted from time to time by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(5)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Make loans, except to the extent permitted under the 1940 Act, as interpreted, modified or otherwise permitted from time to time
by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(6)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Act as an underwriter of securities of other issuers, except to the extent that in connection with the disposition of portfolio
securities, it may be deemed to be an underwriter under the federal securities laws. </FONT></P></TD></TR></TABLE></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>190</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition, the Fund will not, with respect to 75% of its total assets, purchase the
securities of any issuer, except securities issued or guaranteed by the U.S. Government or any of its agencies or instrumentalities or securities issued by other investment companies, if, as a result, (i)&nbsp;more than 5% of the Fund&#146;s total
assets would be invested in the securities of that issuer, or (ii)&nbsp;the Fund would hold more than 10% of the outstanding voting securities of that issuer. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PIMCO Income Opportunity Fund </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Except as described below, the Fund, as a fundamental policy, may not, without the approval of the holders of a majority of the outstanding
Common Shares and any outstanding preferred shares of beneficial interest voting together as a single class, and of the holders of a majority of any outstanding preferred shares of beneficial interest voting as a separate class: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(1)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Concentrate its investments in a particular &#147;industry,&#148; as that term is used in the 1940 Act, as interpreted, modified
or otherwise permitted from time to time by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(2)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchase or sell real estate, although it may purchase securities secured by real estate or interests therein, or securities
issued by companies that invest in real estate, or interests therein. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(3)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchase or sell commodities or commodities contracts or oil, gas or mineral programs. This restriction shall not prohibit the
Fund, subject to certain restrictions, from purchasing, selling or entering into futures contracts, options on futures contracts, forward contracts, or any interest rate, securities-related or other derivative instrument, including swap agreements
and other derivative instruments, subject to compliance with any applicable provisions of the federal securities or commodities laws. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(4)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Borrow money or issue any senior security, except to the extent permitted under the 1940 Act, as interpreted, modified or
otherwise permitted from time to time by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(5)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Make loans, except to the extent permitted under the 1940 Act, as interpreted, modified or otherwise permitted from time to time
by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(6)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Act as an underwriter of securities of other issuers, except to the extent that in connection with the disposition of portfolio
securities, it may be deemed to be an underwriter under the federal securities laws. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition, the Fund will not, with respect to 75% of its total assets, purchase the securities of any issuer, except securities issued or guaranteed by the U.S. Government or any of its
agencies or
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
instrumentalities or securities issued by other investment companies, if, as a result, (i)&nbsp;more than 5% of the Fund&#146;s total assets would be invested in the securities of that issuer, or
(ii)&nbsp;the Fund would hold more than 10% of the outstanding voting securities of that issuer. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="3">PIMCO Strategic Income Fund, Inc. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Except as described below, the Fund, as a fundamental policy, may not, without the approval of the holders of a majority of the outstanding Common Shares, voting together as a single class:
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(1)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchase securities on margin, except that the Fund may obtain any short-term credits necessary for the clearance of purchases
and sales of securities. For purposes of this restriction, the deposit or payment of initial or variation margin in connection with futures contracts or related options will not be deemed to be a purchase of securities on margin.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(2)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Borrow money, except that the Fund may engage in reverse repurchase agreements and dollar roll transactions and may borrow in an
amount not exceed 33 1/3% of the value of the Fund&#146;s total assets (including the amount borrowed) valued at market, less liabilities (not including the amount borrowed) at the time the borrowing is made, and may use the proceeds of such
borrowing for investment purposes. In addition, the Fund may borrow money for temporary or emergency purposes in an amount not exceeding 5% of the value of the Fund&#146;s total assets (not including the amount borrowed) provided that the total
amount borrowed by the Fund for any purpose does not exceed 33 1/3% of its total assets. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(3)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Pledge, hypothecate, mortgage, or otherwise encumber its assets except to secure borrowings and as margin or collateral for
financial futures, swaps and other negotiable transactions in the <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">over-the-counter</FONT></FONT> market. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT
SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(4)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Underwrite the securities of other issuers, except insofar as the Fund may be deemed an underwriter in the course of disposing of
portfolio securities. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(5)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchase or sell real estate or interests in real estate, except that the Fund may purchase and sell securities that are secured
by real estate or interests in real estate and may purchase securities by companies that invest or deal in real&nbsp;estate. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(6)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Invest in commodities, except that the Fund may invest in futures contracts and options thereon, and options on&nbsp;currencies.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(7)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Make loans to others, except through the purchase of qualified debt obligations, the entry into repurchase agreements and loans
of portfolio securities consistent with the Fund&#146;s investment objectives and policies. </FONT></P></TD></TR></TABLE></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>191</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Fundamental Investment Restrictions<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(8)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Invest in securities of other investment companies registered or required to be registered under the Investment Company Act of
1940, as amended (the &#147;1940 Act&#148;), except as they may be acquired as part of a merger, consolidation, reorganization, acquisition of assets or an offer of exchange, or to the extent permitted by the 1940 Act. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(9)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchase any securities which would cause more than 25% of the value of the Fund&#146;s total assets at the time of purchase to
be invested in the securities of issuers conducting their principal securities business activities in the same industry; provided that there shall be no limit on the purchase of U.S. government securities, including securities issued by any agency
or instrumentality of the U.S. government, and related repurchase agreements. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition, the Fund will not, with respect to 75% of its total assets, purchase the securities of any issuer, except securities issued or guaranteed by the U.S. Government or any of its
agencies or instrumentalities or securities issued by other investment companies, if, as a result, (i)&nbsp;more than 5% of the Fund&#146;s total assets would be invested in the securities of that issuer, or (ii)&nbsp;the Fund would hold more than
10% of the outstanding voting securities of that issuer. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PIMCO
Dynamic Credit and Mortgage Income Fund </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The
investment restrictions set forth below are each a fundamental policy of the Fund that may not, be changed without the approval of the holders of a majority of the Fund&#146;s outstanding Common Shares and, if issued, preferred shares voting
together as a single class, and of the holders of a majority of the outstanding preferred shares voting as a separate class. The Fund may not: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(1)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchase any security if as a result 25% or more of the Fund&#146;s total assets (taken at current value at the time of
investment) would be invested in a single industry (for purposes of this restriction, investment companies are not considered to be part of any industry). The Fund will normally invest at least 25% of its total assets (i.e., concentrate) in
privately-issued mortgage-related securities not issued or guaranteed as to principal or interest by the U.S. Government or its agencies or&nbsp;instrumentalities. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT
SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(2)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchase or sell real estate, although it may purchase securities secured by real estate or interests therein, or securities
issued by companies that invest in real estate, or interests therein. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(3)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchase or sell commodities or commodities contracts or oil, gas or mineral programs. This restriction shall not prohibit the
Fund, subject to certain restrictions, from purchasing, selling or entering into futures contracts, options on futures
</FONT></P></TD></TR></TABLE></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">


<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="32"><FONT SIZE="2">&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
contracts, forward contracts, or any interest rate, securities-related or other derivative instrument, including swap agreements and other derivative instruments, subject to compliance with any
applicable provisions of the federal securities or commodities laws. </FONT></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(4)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Borrow money or issue any senior security, except to the extent permitted under the 1940 Act and as interpreted, modified, or
otherwise permitted from time to time by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(5)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Make loans, except to the extent permitted under the 1940 Act, as interpreted, modified, or otherwise permitted from time to time
by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(6)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Act as an underwriter of securities of other issuers, except to the extent that in connection with the disposition of portfolio
securities, it may be deemed to be an underwriter under the federal securities laws. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition, the Fund will not, with respect to 75% of its total assets, purchase the securities of any issuer, except securities issued or guaranteed by the U.S. Government or any of its
agencies or instrumentalities or securities issued by other investment companies, if, as a result, (i)&nbsp;more than 5% of the Fund&#146;s total assets would be invested in the securities of that issuer, or (ii)&nbsp;the Fund would hold more than
10% of the outstanding voting securities of that issuer. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PIMCO
Dynamic Income Fund </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The investment restrictions set
forth below are each a fundamental policy of the Fund that may not be changed without the approval of the holders of a majority of the outstanding Common Shares and any outstanding preferred shares of beneficial interest voting together as a single
class, and of the holders of a majority of any outstanding preferred shares of beneficial interest voting as a separate class. The Fund may not: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(1)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchase any security if as a result 25% or more of the Fund&#146;s total assets (taken at current value at the time of
investment) would be invested in a single industry (for purposes of this restriction, investment companies are not considered to be part of any industry). As a fundamental policy, the Fund, under normal circumstances, will invest at least 25% of its
total assets in mortgage-related securities not issued or guaranteed as to principal or interest by the U.S. Government or its agencies or instrumentalities and other investments that the Fund&#146;s investment adviser or <FONT
STYLE="white-space:nowrap">sub-adviser</FONT> determines have the same primary economic characteristics. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(2)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchase or sell real estate, although it may purchase securities secured by real estate or interests therein, or securities
issued by companies that invest in real estate, or interests therein. </FONT></P></TD></TR></TABLE></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>192</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(3)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchase or sell commodities or commodities contracts or oil, gas or mineral programs. This restriction shall not prohibit the
Fund, subject to certain restrictions, from purchasing, selling or entering into futures contracts, options on futures contracts, forward contracts, or any interest rate, securities-related or other derivative instrument, including swap agreements
and other derivative instruments, subject to compliance with any applicable provisions of the federal securities or commodities laws. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(4)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Borrow money or issue any senior security, except to the extent permitted under the 1940 Act and as interpreted, modified, or
otherwise permitted from time to time by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(5)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Make loans, except to the extent permitted under the Investment Company Act of 1940, as amended, and as interpreted, modified, or
otherwise permitted by regulatory authority having jurisdiction. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(6)</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Act as an underwriter of securities of other issuers, except to the extent that in connection with the disposition of portfolio
securities, it may be deemed to be an underwriter under the federal securities laws. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition, the Fund will not, with respect to 75% of its total assets, purchase the securities of any issuer, except securities issued or guaranteed by the U.S. Government or any of its
agencies or instrumentalities or securities issued by other investment companies, if, as a result, (i)&nbsp;more than 5% of the Fund&#146;s total assets would be invested in the securities of that issuer, or (ii)&nbsp;the Fund would hold more than
10% of the outstanding voting securities of that issuer. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP> References herein to &#147;majority of the outstanding,&#148; when used with respect to particular shares of a
Fund (whether voting together as a single class or voting as separate classes), has the meaning set forth in the Investment Company Act of 1940, as&nbsp;amended. Defined terms used and not otherwise defined in this section have the meanings set
forth in the Principal Investment Strategies and Principal Risks of the Funds&nbsp;sections.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>193</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_19"></A>Management of the Funds </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The chart below identifies Trustees and Officers of the Funds.
Unless otherwise indicated, the address of all persons below is c/o Pacific Investment Management Company LLC, 1633 Broadway, New York, New York 10019. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds&#146; Statement of Additional Information includes more information about the Trustees and Officers. To request a free copy, call
PIMCO at (844) <FONT STYLE="white-space:nowrap">33-PIMCO.</FONT> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B>Trustees/Directors </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="14%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="8%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="25%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="34%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="13%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Name and<BR>Year of Birth</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Position(s)<BR>Held<BR>with&nbsp;the<BR>Funds</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Term of<BR>Office&nbsp;and<BR>Length of<BR>Time&nbsp;Served</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal&nbsp;Occupation(s)</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>During&nbsp;the&nbsp;Past&nbsp;5&nbsp;Years</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Number<BR>of&nbsp;Portfolios<BR>in Fund<BR>Complex <BR>Overseen&nbsp;by<BR>Trustee/<BR>Director</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Other <BR>Directorships<BR>Held by <BR>Trustee/<BR>Director <BR>During&nbsp;the <BR>Past 5&nbsp;Years</B></FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="6" COLSPAN="11"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="11"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Independent Trustees</B></FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Deborah A. DeCotis</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>1952<B></B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Chair of the Board, Trustee/Director</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director of RCS, PGP, PCM and PKO since 2011, Trustee of PDI since 2012 and Trustee of PCI since 2013, expected to
stand for <FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">shareholders held during the 2022-2023
fiscal year for PGP, the 2020-2021 fiscal year for PCM, PKO, RCS and PDI and the 2021-2022</FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">fiscal year for PCI.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Advisory Director, Morgan Stanley&nbsp;&amp; Co., Inc. (since 1996); Member, Circle Financial Group (since 2009); Member, Council on Foreign Relations (since 2013);
Trustee, Smith College (since 2017); and Director, Watford Re (since 2017). Formerly, <FONT STYLE="white-space:nowrap">Co-Chair</FONT> Special Projects Committee, Memorial Sloan Kettering (2005-2015); Trustee, Stanford University (2010- 2015);
Principal, LaLoop LLC, a retail accessories company (1999-2014); Director, Helena Rubenstein Foundation (1997-2010); and Director, Armor Holdings (2002-2010).</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">None</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sarah E. Cogan</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>1956<B></B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since January 2019, expected to stand for</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of</FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">shareholders held during the 2022-2023 fiscal year for PGP, the 2020-2021 fiscal year for PDI and the 2021-2022 fiscal year for RCS, PKO, PCI and PCM.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Of Counsel, Simpson Thacher&nbsp;&amp; Bartlett LLP (law firm); Director, Girl Scouts of Greater New York, Inc. (since 2016); and Trustee, Natural Resources Defense
Council, Inc. (since 2013). Formerly, Partner, Simpson Thacher&nbsp;&amp; Bartlett LLP (1989-2018).</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">None</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>James A. Jacobson</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>1945<B></B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director of RCS, PCM, PGP and PKO since 2009, Trustee of PDI since 2012 and Trustee of PCI since 2013, expected to
stand</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">for <FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">shareholders held during the 2022-2023 fiscal year for RCS and PDI, the 2020-2021 fiscal year for PKO and PCI and the 2021-2022 fiscal year
for PCM and PGP.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Retired. Trustee (since 2002) and Chairman of Investment Committee (since 2007), Ronald McDonald House of New York; and Trustee, New Jersey City University (since
2014). Formerly, Vice Chairman and Managing Director, Spear, Leeds&nbsp;&amp; Kellogg Specialists, LLC, a specialist firm on the New York Stock Exchange (2003-2008).</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Formerly, Trustee, Alpine Mutual Funds Complex (consisting of 18 funds) (2009-2016).</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hans W. Kertess</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>1939<B></B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Director of PCM and RCS since 2008, Trustee of PCI since 2013, Trustee of PGP since 2005,</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee of PKO since 2007 and Trustee of PDI</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">since 2012, expected to stand for <FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held</FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">during the 2022-2023 fiscal year for PCM, PCI and RCS and the 2020-2021 fiscal year for PKO, PDI and PGP.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">President, H. Kertess&nbsp;&amp; Co., a financial advisory company; and Senior Adviser (formerly Managing Director), Royal Bank of Canada Capital Markets (since
2004).</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">None</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Joseph B. Kittredge, Jr.</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>1954<B></B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director of PCM, RCS, PKO, PGP, PDI and PCI since 2020, expected to stand for election at the annual meeting of shareholders held during the 2020-2021 fiscal
year for PCM, PKO and PCI, and for re-election at the annual meeting of shareholders held during the 2021-2022 fiscal year for PGP and the 2022-2023 fiscal year for RCS and PDI.</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Retired. Formerly, General Counsel, Grantham, Mayo, Van Otterloo &amp; Co. LLC (2005-2018) and Partner (2007-2018); President, GMO Trust (institutional mutual funds)
(2009-2018); Chief Executive Officer, GMO Trust (2009-2015); President and Chief Executive Officer, GMO Series Trust (platform based mutual funds) (2011-2013)</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee, GMO Trust (2010-2018); Chairman of the Board of Trustees, GMO Series Trust (2011-2018).</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>William B. Ogden, IV</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>1945<B></B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director of PCM, RCS and PKO since 2008, Trustee of PGP since 2006, Trustee of PDI since 2012 and Trustee of PCI since 2013, expected to stand for <FONT
STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held during the 2022-2023 fiscal year for PCM, the 2020-2021 fiscal year for PGP and the 2021-2022 fiscal year for RCS, PKO, PDI, and PCI.</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Retired. Formerly, Asset Management Industry Consultant; and Managing Director, Investment Banking Division of Citigroup Global Markets Inc.</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">None</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>194</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited)
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="13%"></TD>

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<TD WIDTH="9%"></TD>

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<TD WIDTH="25%"></TD>

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<TD WIDTH="34%"></TD>

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<TD></TD>

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<TD WIDTH="13%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Name and<BR>Year of Birth</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Position(s)<BR>Held<BR>with&nbsp;the<BR>Funds</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Term of<BR>Office&nbsp;and<BR>Length of<BR>Time&nbsp;Served</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal&nbsp;Occupation(s)</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>During&nbsp;the&nbsp;Past&nbsp;5&nbsp;Years</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Number<BR>of&nbsp;Portfolios<BR>in Fund<BR>Complex <BR>Overseen&nbsp;by<BR>Trustee/<BR>Director</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Other <BR>Directorships<BR>Held by <BR>Trustee/<BR>Director <BR>During&nbsp;the <BR>Past 5&nbsp;Years</B></FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Alan Rappaport</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>1953<B></B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director of RCS, PCM, PGP and PKO since 2012, Trustee of PDI since 2012 and Trustee of PCI since 2013, expected to stand
for <FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held during the 2022-2023 fiscal year for PGP, PKO and PCI, the 2020-2021 fiscal year end for RCS and PCM and the 2021-2022 fiscal year end for
PDI.</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Adjunct Professor, New York University Stern School of Business (since 2011); Lecturer, Stanford University Graduate School of
Business (since 2013); and Director, Victory Capital Holdings, Inc., an asset management firm (since 2013). Formerly, Advisory Director (formerly Vice Chairman), Roundtable Investment Partners (2009-2018); Member of Board of Overseers, NYU Langone
Medical Center (2015-2016); Trustee, American Museum of Natural History (2005-2015); Trustee, NYU Langone Medical Center (2007-2015); and Vice Chairman (formerly, Chairman and President), U.S. Trust (formerly, Private Bank of Bank of America, the
predecessor entity of U.S. Trust) (2001-2008).</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">None</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6" COLSPAN="11"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="11"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Interested Trustees</B></FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>David N. Fisher*</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>1968<B></B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since January 2019, expected to stand for <FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held during the 2022-2023 fiscal
year for PDI and PKO and the 2020-2021 fiscal year for RCS, PCM, PCI and PGP.</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Managing Director and Head of Traditional Product Strategies, PIMCO (Since 2015); and Director, Court Appointed Special Advocates (CASA) of Orange County, a <FONT
STYLE="white-space:nowrap">non-profit</FONT> organization (since 2015). Formerly, Global Bond Strategist, PIMCO (2008-2015); and Managing Director and Head of Global Fixed Income, HSBC Global Asset Management (2005-2008).</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">None</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>John C. Maney**</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>1959<B></B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Director of RCS and PCM since 2008, Trustee of PGP since 2006, Trustee of PKO since 2007, Trustee of PDI since 2012 and Trustee
of PCI since 2013, expected to stand for <FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held during the 2022-2023 fiscal year for PCI and the 2021-2022 fiscal year for RCS, PCM, PGP, PKO and
PDI.</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Consultant to PIMCO (since January 2020); <FONT STYLE="white-space:nowrap">Non-Executive</FONT> Director and a member of the
Compensation Committee of PIMCO Europe Ltd (since December 2017). Formerly, Managing Director of Allianz Asset Management of America L.P. (2005-2019); member of the Management Board and Chief Operating Officer of Allianz Asset Management of America
L.P (2006-2019); Member of the Management Board of Allianz Global Investors Fund Management LLC (2007-2014) and Managing Director of Allianz Global Investors Fund Management LLC (2011-2014).</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">None</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">*</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Mr.&nbsp;Fisher is an &#147;interested person&#148; of the Fund, as defined in Section&nbsp;2(a)(19) of the Act, due to his
affiliation with PIMCO and its affiliates. Mr.&nbsp;Fisher&#146;s address is 650 Newport Center Drive, Newport Beach, CA 92660 </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">**</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Mr.&nbsp;Maney is an &#147;interested person&#148; of the Fund, as defined in Section&nbsp;2(a)(19) of the 1940 Act, due to his
affiliation with PIMCO and its affiliates. Mr.&nbsp;Maney&#146;s address is 650&nbsp;Newport Center Drive, Newport Beach, CA 92660. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B>Officers </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TR>

<TD WIDTH="19%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="15%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="14%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="49%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Name, Address and<BR>Year of Birth</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Position(s)<BR>Held</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>with Funds</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Term of Office<BR>and&nbsp;Length<BR>of&nbsp;Time&nbsp;Served</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal Occupation(s) During the Past 5 Years</B></FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eric D. Johnson<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1970</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">President</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since May 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Executive Vice President, PIMCO. President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity
Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Keisha <FONT STYLE="white-space:nowrap">Audain-Pressley</FONT></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1975</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Chief Compliance Officer</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since 2018</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Executive Vice President and Deputy Chief Compliance Officer, PIMCO. Chief Compliance Officer, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO
ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ryan G. Leshaw<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1980</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Chief Legal Officer</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since May 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President and Senior Counsel, PIMCO. Chief Legal Officer, PIMCO-Managed Funds. Vice President, Senior Counsel and Secretary, PIMCO Funds, PIMCO Variable
Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT. Formerly, Associate, Willkie Farr&nbsp;&amp; Gallagher LLP.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Joshua D. Ratner</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1976</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since May 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Executive Vice President and Head of U.S. Operations, PIMCO. Senior Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust,
PIMCO Equity Series and PIMCO Equity Series VIT.</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

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<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
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<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>195</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Management of the Funds <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TD WIDTH="19%"></TD>

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<TD WIDTH="49%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Name, Address and<BR>Year of Birth</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Position(s)<BR>Held</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>with Funds</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Term of Office<BR>and&nbsp;Length<BR>of&nbsp;Time&nbsp;Served</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal Occupation(s) During the Past 5 Years</B></FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Peter G. Strelow<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1970</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since May 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Managing Director and <FONT STYLE="white-space:nowrap">Co-Chief</FONT> Operating Officer, PIMCO. Senior Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable
Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT. Formerly, Chief Administrative Officer, PIMCO.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">Wu-Kwan</FONT>
Kit<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1981</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Vice President, Senior Counsel and Secretary</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since December 2018</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President and Senior Counsel, PIMCO. Vice President, Senior Counsel and Secretary, PIMCO-Managed Funds. Assistant Secretary, PIMCO Funds, PIMCO Variable
Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT. Formerly, Assistant General Counsel, VanEck Associates Corp.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Stacie D. Anctil<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1969</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Vice President</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since 2015</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Executive Vice President, PIMCO. Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity
Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Jeffrey A. Byer<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1976</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Vice President</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since January 2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Executive Vice President, PIMCO. Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity
Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Brian J. Pittluck<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1977</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Vice President</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since January 2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President, PIMCO. Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity
Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bradley A. Todd<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1960</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Treasurer</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since May 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President, PIMCO. Treasurer, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series
VIT. Formerly, Consultant, EY.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Erik C. Brown</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1967</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Assistant Treasurer</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since 2015</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Executive Vice President, PIMCO. Assistant Treasurer, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO
Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Brandon T. Evans<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1982</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Assistant Treasurer</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since May 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Vice President, PIMCO. Assistant Treasurer, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity
Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Colleen Miller</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1980</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Assistant Treasurer</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since 2017</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President, PIMCO. Assistant Treasurer, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO
Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Christopher M. Morin<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1980</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Assistant Treasurer</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since 2016</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President, PIMCO. Assistant Treasurer, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO
Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Jason J. Nagler</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1982</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Assistant Treasurer</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since 2015</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President, PIMCO. Assistant Treasurer, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO
Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
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<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bijal Parikh<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1978</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Assistant Treasurer</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since May 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President, PIMCO. Assistant Treasurer, PIMCO-Managed Funds. Deputy Treasurer, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity
Series and PIMCO Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>H. Jessica Zhang</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1973</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Assistant Treasurer</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since January 2020</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President, PIMCO. Assistant Treasurer, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF
Trust, PIMCO Equity Series and PIMCO Equity Series VIT.</FONT></TD></TR>
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<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The address of these officers is Pacific Investment Management Company LLC, 650 Newport Center Drive, Newport Beach, California 92660.
</FONT></P></TD></TR></TABLE>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>196</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_20"></A>Approval of Investment Management Agreement </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Investment Company Act of 1940, as amended (the &#147;1940
Act&#148;), requires that the Board of Trustees/Directors (the &#147;Board&#148; or the &#147;Trustees&#148;), including a majority of the Trustees who are not &#147;interested persons,&#148; as that term is defined in the 1940 Act (the
&#147;Independent Trustees&#148;), of each of PCM Fund, Inc. (&#147;PCM&#148;), PIMCO Global StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income Fund (&#147;PGP&#148;), PIMCO Income Opportunity Fund (&#147;PKO&#148;), PIMCO Strategic Income Fund, Inc. (&#147;RCS&#148;), PIMCO Dynamic Credit and Mortgage Income Fund
(&#147;PCI&#148;), and PIMCO Dynamic Income Fund (&#147;PDI&#148;) (each, a &#147;Fund&#148; and, collectively, the &#147;Funds&#148;), voting separately, annually approve any continuation of the Investment Management Agreement between each Fund and
Pacific Investment Management Company LLC (&#147;PIMCO&#148;) (each, an &#147;Investment Management Agreement&#148;). At a meeting held by videoconference</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"> on June&nbsp;11, 2020 (the &#147;Approval Meeting&#148;), the Board, including the Independent Trustees,
formally considered and unanimously approved the continuation of each Investment Management Agreement for an additional <FONT STYLE="white-space:nowrap">one-year</FONT> period commencing on August&nbsp;1, 2020. In addition, the Board considered and
unanimously approved the continuation of the Investment Management Agreements between PIMCO and each of PDILS I LLC and PCILS I LLC, each wholly-owned subsidiaries of, respectively, PDI and PCI (each, a &#147;Wholly-Owned Subsidiary&#148; and,
collectively, the &#147;Wholly-Owned Subsidiaries&#148;) (collectively, the &#147;Subsidiary Agreements&#148; and, together with each Investment Management Agreement, the &#147;Agreements&#148;), each for the same additional <FONT
STYLE="white-space:nowrap">one-year</FONT> period. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition to the Approval Meeting, the annual contract review process with respect to the Agreements also involved multiple planning
discussions and meetings of the Contracts Committees of the Board (the &#147;Committee&#148;) (the Approval Meeting, together with such planning discussions and Committee meetings, the &#147;Contract Renewal Meetings&#148;). Throughout the process,
the Independent Trustees received legal advice from independent legal counsel that is experienced in 1940 Act matters and independent of PIMCO (&#147;Independent Counsel&#148;), and with whom they met separately from PIMCO during the Contract
Renewal Meetings. Representatives from Fund management attended portions of the Contract Renewal Meetings and responded to questions from the Independent Trustees. The Committee also received </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT
SIZE="1">&nbsp;</FONT></P>
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<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The Board, including a majority of the Independent Trustees, determined to rely on the relief granted by a temporary exemptive order
issued by the U.S. Securities and Exchange Commission (the &#147;SEC&#148;) under the Investment Company Act of 1940 that permits fund boards of trustees to approve advisory contracts at a meeting held by remote communications that allows
participating trustees to hear one another simultaneously, rather than <FONT STYLE="white-space:nowrap">in-person,</FONT> in light of the impact of the novel coronavirus <FONT STYLE="white-space:nowrap">(&#147;COVID-19&#148;)</FONT> pandemic and
restrictions on travel and <FONT STYLE="white-space:nowrap">in-person</FONT> gatherings. The Board determined that reliance on the exemptive order was necessary and appropriate due to circumstances related to current or potential effects of the <FONT
STYLE="white-space:nowrap">COVID-19</FONT> pandemic and government-mandated restrictions, and prior to commencing the approval meeting, the Board confirmed that all Board members could hear each other simultaneously during the meeting. The Board
noted that it would ratify any actions taken at this meeting pursuant to the SEC relief at its next <FONT STYLE="white-space:nowrap">in-person</FONT> meeting.
</FONT></P></TD></TR></TABLE></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">and reviewed a memorandum from Independent Counsel regarding the Trustees&#146;
responsibilities in evaluating each Agreement. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In
connection with their deliberations regarding the proposed continuation of the Agreements, the Trustees, including the Independent Trustees, considered such information and factors as they believed, in light of the legal advice furnished to them and
their own business judgment, to reasonably be necessary to evaluate the terms of the Agreements. The Trustees also considered the nature, quality and extent of the various investment management, administrative and other services performed by PIMCO
under the&nbsp;Agreements. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In evaluating each
Agreement, the Board, including the Independent Trustees, reviewed extensive materials provided by PIMCO in response to questions submitted by the Independent Trustees and Independent Counsel, and met with senior representatives of PIMCO regarding
its personnel, operations, and estimated profitability as they relate to the Funds. The Trustees also considered the broad range of information relevant to the annual contract review that is provided to the Board (including its various standing
committees) at meetings throughout the year, including reports on investment performance based on net asset value, common share market price and distribution yield, use of leverage (if applicable), information regarding share price premiums and/or
discounts, portfolio risk, and other portfolio information for each Fund, including the use of derivatives if used as part of the Fund&#146;s strategy, as well as periodic reports on, among other matters, pricing and valuation; quality and cost of
portfolio trade execution; compliance; and shareholder and other services provided by PIMCO and its affiliates. To assist with their review, the Trustees reviewed summaries prepared by PIMCO that analyzed each Fund based on a number of factors,
including, fees/expenses, performance, distribution yield, and risk-based factors. Due to the market volatility stemming from the <FONT STYLE="white-space:nowrap">COVID-19</FONT> pandemic, the Trustees also requested, received and reviewed summaries
updated as of April&nbsp;30, 2020. They also considered, among other information, performance based on net asset value and market value (both absolute and compared against its Broadridge Performance Universe (as defined below)), investment objective
and strategy, portfolio managers, assets under management, outstanding leverage, share price premium and/or discount information, annual fund operating expenses, total expense ratio and management fee comparisons between the Fund and its Broadridge
Expense Group (as defined below) and trends in estimated profitability to PIMCO from its advisory relationship with each Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">With respect to the Subsidiary Agreements, the Trustees considered that each of PDI and PCI may utilize its Wholly-Owned Subsidiary to
execute its investment strategy, and that PIMCO provides investment advisory and administrative services to the Wholly-Owned Subsidiaries pursuant to the Subsidiary Agreements in the same manner as it does
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>197</B></FONT></TD></TR></TABLE></DIV>


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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Approval of Investment Management Agreement <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT>
</B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
for PDI and PCI under the Investment Management Agreement. The Trustees also considered that, with respect to each Wholly-Owned Subsidiary, PIMCO does not collect or retain a separate advisory or
other fee from the Wholly-Owned Subsidiary, and that PIMCO&#146;s profitability with respect to PDI and PCI is not impacted as a result of the Subsidiary Agreements. The Trustees determined, therefore, that it was appropriate to consider the
approval of the Subsidiary Agreements collectively with their consideration of the Investment Management Agreement. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees&#146; conclusions as to the continuation of the Agreements were based on a comprehensive consideration of all information
provided to the Trustees and were not the result of any single factor. Some of the factors that figured particularly in the Trustees&#146; deliberations are described below, although individual Trustees may have evaluated the information presented
differently from one another, attributing different weights to various factors. The Trustees evaluated information available to them on a <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Fund-by-Fund</FONT></FONT> basis, and their
determinations were made separately in respect of each Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">Nature,
Extent and Quality of Services </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As part of their
review, the Trustees received and considered descriptions of various functions performed by PIMCO for the Funds, such as portfolio management, compliance monitoring, portfolio trading practices, and oversight of third-party service providers. They
also considered information regarding the overall organization and business functions of PIMCO, including, without limitation, information regarding senior management, portfolio managers and other personnel providing or proposed to provide
investment management, administrative and other services, and corporate ownership and business operations unrelated to the Funds. The Trustees examined PIMCO&#146;s abilities to provide high-quality investment management and other services to the
Funds. Among other information, the Trustees considered the investment philosophy and research and decision-making processes of PIMCO; the experience of key advisory personnel of PIMCO responsible for portfolio management of the Funds; information
regarding the Funds&#146; use of leverage; the ability of PIMCO to attract and retain capable personnel; the background and capabilities of the senior management and staff of PIMCO; the general process or philosophy for determining employee
compensation; and the operational infrastructure, including technology and systems, of PIMCO. The Trustees also considered actions taken by PIMCO to manage the impact on each Fund and its portfolio holdings of recent market volatility. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition, the Trustees noted the extensive range of services
that PIMCO provides to the Funds beyond investment management services. In this regard, the Trustees reviewed the extent and quality of PIMCO&#146;s services with respect to regulatory compliance and ability to comply
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
with the investment policies of the Funds; the compliance programs and risk controls of PIMCO; the specific contractual obligations of PIMCO pursuant to the Agreements; the nature, extent, and
quality of the supervisory and administrative services PIMCO is responsible for providing to the Funds; PIMCO&#146;s risk management function; the time and resources PIMCO expends monitoring the leverage employed by the Fund; and conditions that
might affect PIMCO&#146;s ability to provide high-quality services in the future under the Agreements, including, but not limited to, PIMCO&#146;s financial condition and operational stability. The Trustees also took into account the entrepreneurial
and business risk PIMCO has undertaken as investment manager and sponsor of the Funds. Specifically, the Trustees considered that PIMCO&#146;s responsibilities include continual management of investment, operational, enterprise, legal, regulatory,
and compliance risks as they relate to the Funds. The Trustees also noted PIMCO&#146;s activities under its contractual obligation to coordinate, oversee and supervise the Funds&#146; various outside service providers, including its negotiation of
certain service providers&#146; fees and its evaluation of service providers&#146; infrastructure, cybersecurity programs, compliance programs, and business continuity programs, among other matters. The Trustees also considered PIMCO&#146;s ongoing
development of its own infrastructure and information technology, including its proprietary software and applications, to support the Funds through, among other things, cybersecurity business continuity planning, and risk management. The Trustees
also considered PIMCO&#146;s effective operation and implementation of its business continuity plan in response to the <FONT STYLE="white-space:nowrap">COVID-19</FONT> pandemic and government-mandated restrictions and its&nbsp;oversight of the
service providers&#146; business continuity during this&nbsp;period. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees concluded that PIMCO&#146;s investment process, research capabilities and philosophy were well suited to each Fund given its investment objective and policies, PIMCO would be
able to continue to meet any reasonably foreseeable obligations under the Agreements, and PIMCO would otherwise be able to continue to provide investment and <FONT STYLE="white-space:nowrap">non-investment</FONT> services to each Fund of an
appropriate extent and&nbsp;quality. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">Fee and Expense Information
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In assessing the reasonableness of each Fund&#146;s
fees and expenses under the Investment Management Agreement, the Trustees considered, among other information, the Fund&#146;s management fee and its total expenses as a percentage of average net assets attributable to common shares and as a
percentage of average total managed assets (including assets attributable to both common shares and specified leverage outstanding), in comparison to information about other funds provided by Broadridge Financial Solutions, Inc.
(&#147;Broadridge&#148;), including the management fees and other expenses of a smaller sample
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>198</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">of comparable funds with different investment advisers identified by Broadridge (for each
Fund, its &#147;Broadridge Expense Group&#148;) as well as of a larger sample of comparable funds identified by Broadridge (for each Fund, its &#147;Broadridge Expense Universe&#148;). In each case, the total expense ratio information was provided
both inclusive and exclusive of interest and borrowing expenses. Fund-specific comparative fees/expenses reviewed by the Trustees are discussed below. The Fund-specific fee and expense results discussed below were prepared and&nbsp;provided by
Broadridge and were not independently verified by the&nbsp;Trustees. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees considered that the total expense ratio comparisons reflect the effect of expense waivers/reimbursements, if any. The Trustees noted that only leveraged <FONT
STYLE="white-space:nowrap">closed-end</FONT> funds were considered for inclusion in the Broadridge Expense Groups and Broadridge Expense Universes. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">To the extent applicable, the Trustees considered information regarding the investment performance and fees for other funds and accounts
managed by PIMCO, if any, with similar investment strategies to those of the Funds. The Trustees considered information provided by PIMCO indicating that, in comparison to certain other products managed by PIMCO, including <FONT
STYLE="white-space:nowrap">open-end</FONT> funds and exchange-traded funds, there are additional portfolio management challenges in managing <FONT STYLE="white-space:nowrap">closed-end</FONT> funds such as the Funds. For example, the challenges
associated with managing <FONT STYLE="white-space:nowrap">closed-end</FONT> funds may include investing in less liquid holdings, the use of leverage, issues relating to trading on a national securities exchange and managing the funds&#146; dividend
practices. In addition, the Independent Trustees considered information provided by PIMCO as to the generally broader and more extensive services provided to the Funds in comparison to those provided to private funds or institutional or separate
accounts; the higher demands placed on PIMCO to provide considerable shareholder services due to the volume of investors; the greater entrepreneurial, enterprise, and reputational risk in managing registered
<FONT STYLE="white-space:nowrap">closed-end</FONT> funds; and the impact on PIMCO and expenses associated with the more extensive regulatory and compliance requirements to which the Funds are subject in comparison to private funds or institutional
or separate accounts. The Trustees were advised by PIMCO that, in light of these additional challenges and additional services, different pricing structures between <FONT STYLE="white-space:nowrap">closed-end</FONT> funds and other products managed
by PIMCO are to be expected, and that comparisons of pricing structures across these products may not always be apt comparisons, even where other products have similar investment objectives and strategies to those of the Funds. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees also took into account that all Funds, with the
exception of RCS, pay management fees on assets attributable to types of leverage that they use (such as reverse repurchase agreements), which
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
increases the amount of management fees payable by each Fund under the Investment Management Agreement (because each Fund&#146;s fees, except those of RCS, are calculated based on total managed
assets, including assets attributable to reverse repurchase agreements and/or certain other forms of leverage outstanding).&nbsp;They noted that RCS&#146;s management fees are based on daily net assets, including net assets attributable to any
preferred shares that may be outstanding, but that RCS does not have any preferred shares outstanding. In this regard, the Trustees took into account that PIMCO has a financial incentive for the Funds to use or continue to use leverage on which
management fees are charged, which may create a conflict of interest between PIMCO, on one hand, and the Funds&#146; common shareholders, on the other. Therefore, the Trustees noted that the total fees paid by each Fund to PIMCO under the
Fund&#146;s unitary fee arrangement would therefore vary more with increases and decreases in applicable leverage incurred by the Fund (only with respect to any preferred shares issued by RCS) than under a
<FONT STYLE="white-space:nowrap">non-unitary</FONT> fee arrangement, all other things being equal. The Trustees considered information provided by PIMCO and related presentations as to why each Fund&#146;s use of leverage continues to be appropriate
and in the best interests of the respective Fund under current market conditions. The Trustees considered that they receive each quarter information from PIMCO regarding the Fund&#146;s use of leverage. The Trustees also considered PIMCO&#146;s
representation that it will use leverage for the Funds solely as it determines to be in the best interests of the Funds from an investment perspective and without regard to the level of compensation PIMCO receives. The Trustees noted that RCS does
not pay fees on assets attributable to the types of leverage that the Fund currently employs. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees noted that, for each Fund, the contractual management fee rate for the Fund under its unitary fee arrangement was above the median contractual management fees of the other funds
in its Broadridge Expense Group, calculated both on average net assets and on average total managed assets, with the exception of PCM, whose contractual management fee rate was at the median in both cases. However, in this regard, the Trustees took
into account that each Fund&#146;s unitary fee arrangement covers substantially all of the Fund&#146;s operating fees and expenses (&#147;Operating Expenses&#148;), and therefore, all other things being equal, would tend to be higher than the
contractual management fee rates of other funds in the applicable Broadridge Expense Group, which generally do not have a unitary fee structure and bear Operating Expenses directly and in addition to the management fee. The Trustees determined that
a review of each Fund&#146;s total expense ratio with the total expense ratios of peer funds would generally provide more meaningful comparisons than considering contractual management fee rates in isolation. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In this regard, the Trustees noted PIMCO&#146;s view that the
unitary fee arrangements have benefited and will continue to benefit common
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>199</B></FONT></TD></TR></TABLE></DIV>


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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Approval of Investment Management Agreement <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT>
</B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
shareholders because they provide an expense structure (including Operating Expenses) that is essentially fixed for the duration of the contractual period as a percentage of either managed assets
(including assets attributable to preferred shares and certain other forms of leverage) or net assets (including assets attributable to preferred shares), as applicable, making it more predictable under ordinary circumstances in comparison to other
fee and expense structures, under which the Funds&#146; Operating Expenses (including certain third-party fees and expenses) could vary significantly over time. The Trustees also considered that the unitary fee arrangements generally insulate the
Funds and common shareholders from increases in applicable third-party and certain other expenses because PIMCO, rather than the Funds, would bear the risk of such increases (though the Trustees also&nbsp;noted that PIMCO would benefit from any
reductions in such&nbsp;expenses). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">Performance Information
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Fund-specific comparative performance results for
the Funds reviewed by the Trustees are discussed below. With respect to investment performance, the Trustees considered information regarding each Fund&#146;s short-, intermediate- and long-term performance based on net asset value and market value,
as applicable, net of the Fund&#146;s fees and expenses, both on an absolute basis and relative to the performance of its Broadridge Performance Universe (as defined below). The Trustees considered information provided by Broadridge for the Funds
regarding the investment performance of a group of funds with investment classifications/objectives comparable to those of each Fund (for each Fund, its &#147;Broadridge Performance Universe&#148;). The comparative performance information was
prepared and provided by Broadridge and was not independently verified by the Trustees. The Trustees also considered information regarding the Funds&#146; comparative yields and risk-adjusted returns. The Independent Trustees recognized that the
performance information, including the Broadridge performance information, was as of December&nbsp;31, 2019, and, as such, did not include the period of extreme market volatility resulting from the <FONT STYLE="white-space:nowrap">COVID-19</FONT>
pandemic. For this reason, they requested, received, and reviewed more recent performance information from PIMCO as of March&nbsp;31, 2020. The Trustees considered information from PIMCO regarding the risks undertaken by each Fund, including the use
of leverage, and PIMCO&#146;s management and oversight of the Fund&#146;s risk profile, including in instances where the Fund outperformed its Broadridge Performance Universe. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition, the Trustees considered matters bearing on the
Funds and their advisory arrangements at their meetings throughout the year, including a review of performance data at each regular meeting (by both the Board and its Performance Committee).
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">Profitability, Economies of Scale, and <FONT STYLE="white-space:nowrap">Fall-out</FONT> Benefits </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees considered estimated profitability analyses
provided by PIMCO, which included, among other information, (i)&nbsp;PIMCO&#146;s estimated <FONT STYLE="white-space:nowrap">pre-</FONT> and post-distribution operating margin for each Fund, as well as PIMCO&#146;s estimated <FONT
STYLE="white-space:nowrap">pre-</FONT> and post-distribution operating margin for all of the <FONT STYLE="white-space:nowrap">closed-end</FONT> funds advised by PIMCO, including the Funds (collectively, the &#147;Estimated Margins&#148;), in each
case for the <FONT STYLE="white-space:nowrap">one-year</FONT> period ended December&nbsp;31, 2019; (ii) a year-over-year comparison of PIMCO&#146;s Estimated Margins for the <FONT STYLE="white-space:nowrap">one-year</FONT> periods ended
December&nbsp;31, 2019, and December&nbsp;31, 2018; and (iii)&nbsp;an overview of PIMCO&#146;s average fee rates with respect to all of the <FONT STYLE="white-space:nowrap">closed-end</FONT> funds advised by PIMCO, including the Funds, compared to
PIMCO&#146;s average fee rates with respect to its other clients, including PIMCO-advised separate accounts, <FONT STYLE="white-space:nowrap">open-end</FONT> funds and hedge funds and private equity funds. The Trustees also took into account
explanations from PIMCO regarding how certain of PIMCO&#146;s corporate and shared expenses were allocated among the Funds and other funds and accounts managed by PIMCO for purposes of developing profitability estimates. Based on the profitability
analyses provided by PIMCO, the Trustees determined, taking into account the various assumptions made, that such profitability did not appear to be&nbsp;excessive. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees also considered information regarding possible
economies of scale in the operation of the Funds, including in connection with <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">at-the-market</FONT></FONT> offerings conducted by certain Funds. The Trustees took into account that
the Funds do not currently have any breakpoints in their management fees. The Trustees considered that, as <FONT STYLE="white-space:nowrap">closed-end</FONT> investment companies, the Funds do not continually offer new shares to raise additional
assets (as does a typical <FONT STYLE="white-space:nowrap">open-end</FONT> investment company), but may raise additional assets through <FONT STYLE="white-space:nowrap">follow-on</FONT> offerings and dividend reinvestments and may also experience
asset growth through investment performance and/or the increased use of leverage. The Trustees noted PIMCO&#146;s assertion that it may share the benefits of potential economies of scale, if any, with the Funds and their shareholders in a number of
ways, including investing in portfolio and trade operations management, firm technology, middle and back office support, legal and compliance, and fund administration logistics; senior management supervision and governance of those services; and the
enhancement of services provided to the Funds in return for fees paid. The Trustees also considered that the unitary fee arrangements provide inherent economies of scale because a Fund maintains competitive fixed unitary fees even if the particular
Fund&#146;s assets decline and/or operating costs rise. The Trustees further considered that, in contrast, breakpoints are a proxy for charging higher fees on lower asset levels and that when a fund&#146;s assets decline, breakpoints may reverse,
which causes expense ratios to increase. The Trustees also considered that, unlike the Funds&#146; unitary fee arrangements, funds with &#147;pass through&#148;
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">administrative fee structures may experience increased expense ratios when fixed dollar fees
are charged against declining fund assets. The Trustees also considered that the unitary fee arrangements protect shareholders, during the contractual period, from a rise in operating costs that may result from, among other things, PIMCO&#146;s
investments in various business enhancements and infrastructure. The Trustees noted that PIMCO has made extensive investments in these areas. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Additionally, the Trustees considered <FONT STYLE="white-space:nowrap">so-called</FONT>
<FONT STYLE="white-space:nowrap">&#147;fall-out</FONT> benefits&#148; to PIMCO, such as reputational value derived from serving as investment manager to the Funds and research, statistical and quotation services PIMCO may receive from broker-dealers
executing the Funds&#146; portfolio transactions on an agency basis. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Fund-by-Fund</FONT></FONT> Performance and Fee/Expense Analysis </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">With regard to the investment performance of each Fund and the
fees charged to each Fund, the Board considered the following information. With respect to performance quintile rankings for a Fund compared to its Broadridge Performance Universe, the first quintile represents the&nbsp;highest (best) performance
and the fifth quintile represents the lowest&nbsp;performance. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PGP
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">With respect to the Fund&#146;s common share total
return performance (based on net asset value) relative to its respective Broadridge Performance Universe, consisting of 30 funds for <FONT STYLE="white-space:nowrap">one-year</FONT> performance, 29 funds for three-year performance, 27 funds for
five-year performance and 26 funds for <FONT STYLE="white-space:nowrap">ten-year</FONT> performance, the Trustees noted that the Fund had second quintile performance for the <FONT STYLE="white-space:nowrap">one-year</FONT> period, and first quintile
performance for the three-year, five-year and <FONT STYLE="white-space:nowrap">ten-year</FONT> periods ended December&nbsp;31, 2019. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees noted that, including the Fund, the Broadridge Expense Group for the Fund consisted of a total of nine funds and the Broadridge
Expense Universe for the Fund consisted of a total of 19 funds. The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on average total managed assets was at the median total expense ratio
(including interest and borrowing expenses) of the funds in its Broadridge Expense Group and Broadridge Expense Universe. The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on average
net assets was above the median total expense ratio (including interest and borrowing expenses) of the funds in its Broadridge Expense Group and its Broadridge Expense Universe. The Trustees noted that the Fund&#146;s total expense ratio (excluding
interest and borrowing expenses) calculated on average total managed assets was approximately at the median total expense ratio excluding interest and borrowing expenses) of the funds in its Broadridge Expense Group and its Broadridge Expense
Universe. The Trustees noted that the Fund&#146;s
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

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total expense ratio (excluding interest and borrowing expenses) calculated on average net assets was below the median total expense ratio (excluding interest and borrowing expenses) of the funds
in its Broadridge Expense Group. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated on average net assets was at the median total expense ratio (excluding interest and borrowing
expenses) of the funds in its Broadridge Expense Universe. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PKO
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">With respect to the Fund&#146;s common share total
return performance (based on net asset value) relative to its respective Broadridge Performance Universe, consisting of 13 funds for <FONT STYLE="white-space:nowrap">one-year</FONT> performance, 12 funds for three-year and five-year performance and
eight funds for <FONT STYLE="white-space:nowrap">ten-year</FONT> performance, the Trustees noted that the Fund had third quintile performance for the <FONT STYLE="white-space:nowrap">one-year</FONT> period, and first quintile performance for the
three-year, five-year and <FONT STYLE="white-space:nowrap">ten-year</FONT> periods ended December&nbsp;31, 2019. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees noted that, including the Fund, the Broadridge Expense Group for the Fund consisted of a total of seven funds and the Broadridge Expense Universe for the Fund consisted of a
total of 13 funds. The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on both average total managed assets and average net assets was at the median total expense ratio (including
interest and borrowing expenses) of the funds in its Broadridge Expense Universe. The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on average managed assets was approximately at the
median total expense ratio (including interest and borrowing expenses) of the funds in its Broadridge Expense Group. The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on average net
assets was at the median total expense ratio (including interest and borrowing expenses) of the funds in its Broadridge Expense Group. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated
on both average total managed assets and average net assets was at the median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Group. The Trustees noted that the Fund&#146;s total expense ratio
(excluding interest and borrowing expenses) calculated on both average total managed assets and average net assets was above the median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Universe.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PCM </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">With respect to the Fund&#146;s common share total return performance (based on net asset value) relative to its
respective Broadridge </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Approval of Investment Management Agreement <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT>
</B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
Performance Universe, consisting of 31 funds for <FONT STYLE="white-space:nowrap">one-year</FONT> performance, 28 funds for three-year performance, 24 funds for five-year performance and 15 funds
for <FONT STYLE="white-space:nowrap">ten-year</FONT> performance, the Trustees noted that the Fund had fourth quintile performance for the <FONT STYLE="white-space:nowrap">one-year</FONT> period and first quintile performance for the three-year,
five-year and <FONT STYLE="white-space:nowrap">ten-year</FONT> periods ended December&nbsp;31, 2019. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees noted that, including the Fund, the Broadridge Expense Group for the Fund consisted of a total of 12 funds and the Broadridge Expense Universe for the Fund consisted of a total
of 24 funds. The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on both average total managed assets and average net assets was above the median total expense ratio (including interest
and borrowing expenses) of the funds in its Broadridge Expense Group and Broadridge Expense Universe. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated on both average total managed assets and average net assets was above the
median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Universe. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated on both
average total managed assets and average net assets was approximately at the median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Group. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">RCS </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">With respect to the Fund&#146;s common share total return
performance (based on net asset value) relative to its respective Broadridge Performance Universe, consisting of 13 funds for <FONT STYLE="white-space:nowrap">one-year</FONT> performance, 12 funds for three-year and five-year performance and eight
funds for <FONT STYLE="white-space:nowrap">ten-year</FONT> performance, the Trustees noted that the Fund had fourth quintile performance for the <FONT STYLE="white-space:nowrap">one-year</FONT> period, second quintile for the three-year and
five-year periods and first quintile performance for the <FONT STYLE="white-space:nowrap">ten-year</FONT> period ended December&nbsp;31, 2019. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees noted that, including the Fund, the Broadridge Expense Group for the Fund consisted of a total of seven funds and the Broadridge
Expense Universe for the Fund consisted of a total of 13 funds. The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on average total managed assets was below the median total expense
ratio (including interest and borrowing expenses) of the funds in its Broadridge Expense Group and Broadridge Expense Universe. The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on
average net assets was above the median total expense ratio (including interest and borrowing expenses) of the funds in its Broadridge Expense Group and Broadridge Expense Universe. The Trustees noted
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated on both average total managed assets and average net assets was below the median total expense
ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Group and Broadridge Expense Universe. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PCI </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">With respect to the Fund&#146;s common share total return performance (based on net asset value) relative to its respective Broadridge Performance Universe, consisting of 13 funds for <FONT
STYLE="white-space:nowrap">one-year</FONT> performance and 12 funds for three-year and five-year performance, the Trustees noted that the Fund had third quintile performance for the <FONT STYLE="white-space:nowrap">one-year</FONT> period and first
quintile performance for the three-year and five-year periods ended December&nbsp;31, 2019. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees noted that, including the Fund, the Broadridge Expense Group for the Fund consisted of a total of seven funds and the Broadridge Expense Universe for the Fund consisted of a
total of 13 funds. The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on both average total managed assets and average net assets was above the median total expense ratio (including
interest and borrowing expenses) of the funds in its Broadridge Expense Group and Broadridge Expense Universe. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated on average total
managed assets was at the median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Group. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses)
calculated on both average total managed assets and average net assets was above the median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Universe. The Trustees noted that the Fund&#146;s
total expense ratio (excluding interest and borrowing expenses) calculated on average net assets was above the median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Group. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PDI </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">With respect to the Fund&#146;s common share total return
performance (based on net asset value) relative to its respective Broadridge Performance Universe, consisting of 13 funds for <FONT STYLE="white-space:nowrap">one-year</FONT> performance and 12 funds for three-year and five-year performance, the
Trustees noted that the Fund had fourth quintile performance for the <FONT STYLE="white-space:nowrap">one-year</FONT> period and first quintile performance for the three-year and five-year periods ended December&nbsp;31, 2019. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees noted that, including the Fund, the Broadridge
Expense Group for the Fund consisted of a total of seven funds and the Broadridge Expense Universe for the Fund consisted of a total of
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>202</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">13&nbsp;funds. The Trustees noted that the Fund&#146;s total expense ratio (including interest
and borrowing expenses) calculated on both average total managed assets and average net assets was above the median total expense ratio (including interest and borrowing expenses) of the funds in its Broadridge Expense Group and Broadridge Expense
Universe. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated on average total managed assets was at the median total expense ratio (excluding interest and borrowing expenses) of the
funds in its Broadridge Expense Group. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated on average net assets was above the median total expense ratio (excluding interest and
borrowing expenses) of the funds in its Broadridge Expense Group. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated on both average total managed assets and average net assets was
above the median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Universe. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">Conclusion </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">After reviewing these and other factors described herein, the Trustees concluded, with respect to each Fund, within the context of their overall conclusions regarding the Agreements, and
based on the information provided and related representations made by management, and in their business judgment, that they were satisfied with PIMCO&#146;s responses and efforts relating to the investment performance of the Funds. The Trustees also
concluded that the fees payable under the Agreements represent reasonable compensation in light of the nature, extent and quality of services provided by PIMCO. Based on their evaluation of factors that they deemed to be material, including, but not
limited to, those factors described above, the Trustees, including the Independent Trustees, unanimously concluded that the continuation of the Agreements was in&nbsp;the interests of each Fund and its shareholders, and should be&nbsp;approved.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>203</B></FONT></TD></TR></TABLE></DIV>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx930774_21"></A>Privacy Policy<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> </B></FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT
STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">2,3</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"> consider customer privacy to be a
fundamental aspect of their relationships with shareholders and are committed to maintaining the confidentiality, integrity and security of their current, prospective and former shareholders&#146; <FONT STYLE="white-space:nowrap">non-public</FONT>
personal information. The Funds have developed policies that are designed to protect this confidentiality, while allowing shareholder needs to be served. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">OBTAINING <FONT STYLE="white-space:nowrap">NON-PUBLIC</FONT> PERSONAL INFORMATION </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In the course of providing shareholders with products and services, the Funds and certain service providers to the
Funds, such as the Funds&#146; investment advisers or <FONT STYLE="white-space:nowrap">sub-advisers</FONT> (&#147;Advisers&#148;), may obtain <FONT STYLE="white-space:nowrap">non-public</FONT> personal information about shareholders, which may come
from sources such as account applications and other forms, from other written, electronic or verbal correspondence, from shareholder transactions, from a shareholder&#146;s brokerage or financial advisory firm, financial professional or consultant,
and/or from information captured on applicable websites. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">RESPECTING YOUR PRIVACY </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As a matter of policy, the Funds do not disclose any <FONT STYLE="white-space:nowrap">non-public</FONT> personal information provided by shareholders or gathered by the Funds to <FONT
STYLE="white-space:nowrap">non-affiliated</FONT> third parties, except as required or permitted by law or as necessary for such third parties to perform their agreements with respect to the Funds. As is common in the industry, <FONT
STYLE="white-space:nowrap">non-affiliated</FONT> companies may from time to time be used to provide certain services, such as preparing and mailing prospectuses, reports, account statements and other information, conducting research on shareholder
satisfaction and gathering shareholder proxies. The Funds or their affiliates may also retain <FONT STYLE="white-space:nowrap">non-affiliated</FONT> companies to market Fund shares or products which use Fund shares and enter into joint marketing
arrangements with them and other companies. These companies may have access to a shareholder&#146;s personal and account information, but are permitted to use this information solely to provide the specific service or as otherwise permitted by law.
In most cases, the shareholders will be clients of a third party, but the Funds may also provide a shareholder&#146;s personal and account information to the shareholder&#146;s respective brokerage or financial advisory firm and/or financial
professional or consultant. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">SHARING INFORMATION WITH
THIRD PARTIES </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds reserve the right to
disclose or report personal or account information to <FONT STYLE="white-space:nowrap">non-affiliated</FONT> third parties in limited circumstances where the Funds believe in good faith that disclosure is required under law, to cooperate with
regulators or law enforcement authorities, to protect their rights or property, or upon reasonable request by any Fund in which a shareholder has invested. In addition, the Funds may
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
disclose information about a shareholder or a shareholder&#146;s accounts to a <FONT STYLE="white-space:nowrap">non-affiliated</FONT> third party at the shareholder&#146;s request or with the
consent of the shareholder. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">SHARING INFORMATION WITH
AFFILIATES </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds may share shareholder
information with their affiliates in connection with servicing shareholders&#146; accounts, and subject to applicable law may provide shareholders with information about products and services that the Funds or their Advisers, distributors or their
affiliates (&#147;Service Affiliates&#148;) believe may be of interest to such shareholders. The information that the Funds may share may include, for example, a shareholder&#146;s participation in the Funds or in other investment programs sponsored
by a Service Affiliate, a shareholder&#146;s ownership of certain types of accounts (such as IRAs), information about the Funds&#146; experiences or transactions with a shareholder, information captured on applicable websites, or other data about a
shareholder&#146;s accounts, subject to applicable law. The Funds&#146; Service Affiliates, in turn, are not permitted to share shareholder information with <FONT STYLE="white-space:nowrap">non-affiliated</FONT> entities, except as required or
permitted by law. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PROCEDURES TO SAFEGUARD PRIVATE
INFORMATION </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds take seriously the obligation
to safeguard shareholder <FONT STYLE="white-space:nowrap">non-public</FONT> personal information. In addition to this policy, the Funds have implemented procedures that are designed to restrict access to a shareholder&#146;s <FONT
STYLE="white-space:nowrap">non-public</FONT> personal information to internal personnel who need to know that information to perform their jobs, such as servicing shareholder accounts or notifying shareholders of new products or services. Physical,
electronic and procedural safeguards are in place to guard a shareholder&#146;s <FONT STYLE="white-space:nowrap">non-public</FONT> personal information. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">INFORMATION COLLECTED FROM WEBSITES </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds or their service providers and partners may collect information from shareholders via websites they maintain. The information
collected via websites maintained by the Funds or their service providers includes client <FONT STYLE="white-space:nowrap">non-public</FONT> personal information. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">CHANGES TO THE PRIVACY POLICY </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">From time to time, the Funds may update or revise this privacy
policy. If there are changes to the terms of this privacy policy, documents containing the revised policy on the relevant website will be updated. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1 </SUP>Amended as of June&nbsp;25, 2020.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">2 </SUP>PIMCO Investments LLC
(&#147;PI&#148;) serves as the Funds&#146; distributor and does not provide brokerage services or any financial advice to investors in the Funds solely because it distributes the Funds. This Privacy Policy applies to the activities of PI to the
extent that PI regularly effects or engages in transactions with or for a shareholder of a series of a Trust who is the record owner of such shares. For purposes of this Privacy Policy, references to &#147;the Funds&#148; shall include PI when
acting in this capacity. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">3</SUP> When
distributing this Policy, a Fund may combine the distribution with any similar distribution of its investment adviser&#146;s privacy policy. The distributed, combined, policy may be written in the first person (<I>i.e.</I> by using &#147;we&#148;
instead of &#147;the Funds&#148;). </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>204</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>General Information </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B>Investment Manager </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Pacific Investment Management Company LLC </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">650 Newport Center Drive, </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Newport Beach, CA, 92660 </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B>Custodian </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">State Street Bank and Trust Company </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">801 Pennsylvania Avenue </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Kansas City, MO 64105 </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B>Transfer Agent, Dividend Paying Agent and Registrar
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">American Stock Transfer &amp; Trust Company, LLC </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">6201 15th Avenue </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Brooklyn, NY 11219 </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B>Legal Counsel </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Ropes &amp; Gray LLP </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Prudential Tower </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">800
Boylston Street </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Boston, MA 02199 </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B>Independent Registered Public Accounting Firm </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PricewaterhouseCoopers LLP </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">1100 Walnut Street, Suite 1300 </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Kansas City, MO 64106 </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">This report is submitted for the general information of the shareholders of the Funds listed on the Report cover. </FONT></P>

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<IMG SRC="g930774g75h91.jpg" ALT="LOGO">
 </P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">CEF3010AR_063020 </FONT></P>

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<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="10%" VALIGN="top" ALIGN="left"><B>Item&nbsp;2.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Code of Ethics. </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">As of the end of the period covered by this report, the Registrant has adopted a code of ethics (the &#147;Code&#148;) that applies to the
Registrant&#146;s principal executive officer and principal financial officer. The Registrant did not grant any waivers, including implicit waivers, from any provisions of the Code to the principal executive officer or principal financial officer
during the period covered by this report. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">A copy of the Code is included as an exhibit to this report. </P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="10%" VALIGN="top" ALIGN="left"><B>Item&nbsp;3.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Audit Committee Financial Expert. </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">The Board of Trustees has determined that James A. Jacobson and Joseph B. Kittredge, Jr., who serve on the Board&#146;s Audit Oversight
Committee, qualify as &#147;audit committee financial experts&#148; as such term is defined in the instructions to this Item 3. The Board has also determined that Mr.&nbsp;Jacobson and Mr.&nbsp;Kittredge are &#147;independent&#148; as such term is
interpreted under this Item 3. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="10%" VALIGN="top" ALIGN="left"><B>Item&nbsp;4.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Principal Accountant Fees and Services. </B></P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" ALIGN="center">


<TR>

<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="31%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="19%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="32%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD ROWSPAN="12" VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">(a)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><U>Fiscal Year Ended</U></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><U>Audit Fees</U></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">&nbsp;</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">June&nbsp;30, 2020</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">$ 139,831</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">June&nbsp;30, 2019</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">$ 48,483</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">(b)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:10pt; font-family:Times New Roman"><U>Fiscal Year Ended</U></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><U>Audit-Related Fees</U><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">&nbsp;</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">June&nbsp;30, 2020</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">$ &#151;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">June&nbsp;30, 2019</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">$ &#151;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">(c)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:10pt; font-family:Times New Roman"><U>Fiscal Year Ended</U></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><U>Tax Fees</U></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">&nbsp;</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">June&nbsp;30, 2020</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">$ 41,000</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">June&nbsp;30, 2019</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">$ &#151;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">(d)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:10pt; font-family:Times New Roman"><U>Fiscal Year Ended</U></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><U>All Other Fees</U><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">&nbsp;</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">June&nbsp;30, 2020</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">$ &#151;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">June&nbsp;30, 2019</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">$ &#151;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman">&#147;Audit Fees&#148; represents fees billed for each of the last two fiscal years for professional services
rendered for the audit and review of the Registrant&#146;s annual financial statements for those fiscal years or services that are normally provided by the accountant in connection with statutory or regulatory filings or engagements for those fiscal
years. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman">&#147;Audit-Related Fees&#148; represents fees billed for each of the last two fiscal years for assurance and related services
that are reasonably related to the performance of the audit or review of the Registrant&#146;s financial statements, but not reported under &#147;Audit Fees&#148; above, and that include accounting consultations, agreed-upon procedure reports
(inclusive of annual review of basic maintenance testing associated with the Preferred Shares), attestation reports and comfort letters for those fiscal years. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman">&#147;Tax Fees&#148; represents fees billed for each of the last two fiscal years for professional services related to tax compliance, tax
advice and tax planning, including services relating to the filing or amendment of federal, state or local income tax returns, regulated investment company qualification reviews, and tax distribution and analysis reviews. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman">&#147;All Other Fees&#148; represents fees, if any, billed for other products and services rendered by the principal accountant to the
Registrant other than those reported above under &#147;Audit Fees,&#148; &#147;Audit-Related Fees&#148; and &#147;Tax Fees&#148; for the last two fiscal years. </P>

<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman">___________ </P> <P STYLE="font-size:2pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">There were no &#147;Audit-Related Fees&#148; for the last two fiscal years. </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">There were no &#147;All Other Fees&#148; for the last two fiscal years </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(e)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><FONT STYLE="white-space:nowrap">Pre-approval</FONT> policies and procedures </P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:13%; font-size:10pt; font-family:Times New Roman">(1) The Registrant&#146;s Audit Oversight Committee has adopted <FONT STYLE="white-space:nowrap">pre-approval</FONT> policies and procedures
(the &#147;Procedures&#148;) to govern the Audit Oversight Committee&#146;s <FONT STYLE="white-space:nowrap">pre-approval</FONT> of (i)&nbsp;all audit services and permissible <FONT STYLE="white-space:nowrap">non-audit</FONT> services to be provided
to the Registrant by its independent accountant, and (ii)&nbsp;all permissible <FONT STYLE="white-space:nowrap">non-audit</FONT> services to be provided by such independent accountant to the Registrant&#146;s investment adviser and to any entity
controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the Registrant (collectively, the &#147;Service Affiliates&#148;) if the services provided directly relate to the Registrant&#146;s
operations and financial reporting. In accordance with the Procedures, the Audit Oversight Committee is responsible for the engagement of the independent accountant to certify the Registrant&#146;s financial statements for each fiscal year. With
respect to the <FONT STYLE="white-space:nowrap">pre-approval</FONT> of <FONT STYLE="white-space:nowrap">non-audit</FONT> services provided to the Registrant and its Service Affiliates, the Procedures provide that the Audit Oversight Committee may
annually <FONT STYLE="white-space:nowrap">pre-approve</FONT> a list of types or categories of <FONT STYLE="white-space:nowrap">non-audit</FONT> services that may be provided to the Registrant or its Service Affiliates, or the Audit Oversight
Committee may <FONT STYLE="white-space:nowrap">pre-approve</FONT> such services on a <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">project-by-project</FONT></FONT> basis as they arise. Unless a type of service has received
general <FONT STYLE="white-space:nowrap">pre-approval,</FONT> it will require specific <FONT STYLE="white-space:nowrap">pre-approval</FONT> by the Audit Oversight Committee if it is to be provided by the independent accountant. The Procedures also
permit the Audit Oversight Committee to delegate authority to one or more of its members to <FONT STYLE="white-space:nowrap">pre-approve</FONT> any proposed <FONT STYLE="white-space:nowrap">non-audit</FONT> services that have not been previously <FONT
STYLE="white-space:nowrap">pre-approved</FONT> by the Audit Oversight Committee, subject to the ratification by the full Audit Oversight Committee no later than its next scheduled meeting. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:13%; font-size:10pt; font-family:Times New Roman">(2) With respect to the services described in paragraphs (b)&nbsp;through (d) of this Item 4, no amount was approved by the Audit Oversight
Committee pursuant to paragraph (c)(7)(i)(C) of Rule <FONT STYLE="white-space:nowrap">2-01</FONT> of Regulation <FONT STYLE="white-space:nowrap">S-X.</FONT> </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:13%; font-size:10pt; font-family:Times New Roman">(f) Not applicable. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:13%; font-size:10pt; font-family:Times New Roman">(g) </P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

<TD WIDTH="72%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="7" ALIGN="center" STYLE="border-bottom:1.00pt solid #000000"><FONT STYLE="white-space:nowrap">&nbsp;&nbsp;Aggregate&nbsp;Non-Audit&nbsp;Fees&nbsp;Billed&nbsp;to&nbsp;Entity&nbsp;&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">Entity</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="3" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">June&nbsp;30, 2020</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="3" ALIGN="center" STYLE="border-bottom:1.00pt solid #000000">June&nbsp;30, 2019</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;PIMCO Strategic Income Fund, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;$</TD>
<TD VALIGN="bottom" ALIGN="right"> 41,000</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;&nbsp;$</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;Pacific Investment Management Company LLC (&#147;PIMCO&#148;)</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">18,842,940</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12,402,651</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD COLSPAN="5" VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;Totals</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;$</TD>
<TD VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18,883,940</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;$</TD>
<TD VALIGN="bottom" ALIGN="right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12,402,651</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD></TR>
</TABLE></DIV> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(h)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">The Registrant&#146;s Audit Oversight Committee has considered whether the provision of <FONT
STYLE="white-space:nowrap">non-audit</FONT> services that were rendered to the Registrant&#146;s investment adviser, and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the
Registrant which were not <FONT STYLE="white-space:nowrap">pre-approved</FONT> (not requiring <FONT STYLE="white-space:nowrap">pre-approval)</FONT> is compatible with maintaining the principal accountant&#146;s independence. </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%" VALIGN="top" ALIGN="left"><B>Item&nbsp;5.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Audit Committee of Listed Registrants. </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">The Registrant has a separately-designated standing audit committee (known as the Audit Oversight Committee) established in accordance with
Section&nbsp;3(a)(58)(A) of the Securities Exchange Act of 1934, as amended. The Audit Oversight Committee is comprised of: </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">T. Matthew
Buffington </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">Sarah E. Cogan </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">Deborah A. DeCotis </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">James A.
Jacobson </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">Hans W. Kertess </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">William B. Ogden, IV </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">Alan
Rappaport </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%" VALIGN="top" ALIGN="left"><B>Item&nbsp;6.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Schedule of Investments. </B></P></TD></TR></TABLE>

<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">The information required by this Item 6 is included as part of the annual report to shareholders
filed under Item 1 of this Form <FONT STYLE="white-space:nowrap">N-CSR.</FONT> </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%" VALIGN="top" ALIGN="left"><B>Item&nbsp;7.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
</B></P></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">Policy Statement: PIMCO adopted a written proxy voting policy (&#147;Proxy Policy&#148;) as required by Rule <FONT
STYLE="white-space:nowrap">206(4)-6</FONT> under the Advisers Act. The Proxy Policy is intended to foster PIMCO&#146;s compliance with its fiduciary obligations and applicable law. The Proxy Policy applies to any voting or consent rights with
respect to securities held in accounts over which PIMCO has discretionary voting authority. The Proxy Policy is designed in a manner reasonably expected to ensure that voting and consent rights are exercised in the best interests of PIMCO&#146;s
clients. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">Overview: As a general matter, PIMCO will adhere to its fiduciary obligations for any proxies it has the authority to vote on
behalf of its clients. Each proxy is voted on a <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">case-by-case</FONT></FONT> basis, taking into account relevant facts and circumstances. When considering client proxies<SUP
STYLE="font-size:85%; vertical-align:top">1</SUP>, PIMCO may determine not to vote a proxy in limited circumstances. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:13%; font-size:10pt; font-family:Times New Roman">Equity Securities.<SUP
STYLE="font-size:85%; vertical-align:top">2</SUP> PIMCO has retained an Industry Service Provider (&#147;ISP&#148;)<SUP STYLE="font-size:85%; vertical-align:top">3</SUP> to provide research and voting recommendations for proxies relating to Equity
Securities in accordance with the ISP&#146;s guidelines. By following the guidelines of an independent third party, PIMCO seeks to mitigate potential conflicts of interest PIMCO may have with respect to proxies covered by the ISP. PIMCO will follow
the recommendations of the ISP unless: (i)&nbsp;the ISP does not provide a voting recommendation; or (ii)&nbsp;a PM/Analyst decides to override the ISP&#146;s voting recommendation. In each case as described above, the Legal and Compliance
department will review the proxy to determine whether an actual or potential conflict of interest exists. When the ISP does not provide a voting recommendation, the relevant PM/Analyst will make a determination regarding how, or if, the proxy will
be voted by completing required documentation. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:13%; font-size:10pt; font-family:Times New Roman">Fixed Income Securities. Fixed income securities can be processed as proxy ballots or
corporate action-consents<SUP STYLE="font-size:85%; vertical-align:top">4</SUP> at the discretion of the issuer/ custodian. When processed as proxy ballots, the ISP generally does not provide a voting recommendation and their role is limited to
election processing and recordkeeping. In such instances, any elections would follow the standard process discussed above for Equity Securities. When processed as corporate action-consents, the Legal and Compliance department will review all
election forms to determine whether an actual or potential conflict of interest exists with respect to the PM&#146;s consent election. PIMCO&#146;s Credit Research and Portfolio Management Groups are responsible for issuing recommendations on how to
vote proxy ballots and corporation action-consents with respect to fixed income securities. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:13%; font-size:10pt; font-family:Times New Roman">Resolution of potential/identified conflicts
of interest. The Proxy Policy permits PIMCO to seek to resolve material conflicts of interest by pursuing any one of several courses of action. With respect to material conflicts of interest between PIMCO and a client account, the Proxy Policy
permits PIMCO to either: (i)&nbsp;convene a working group to assess and resolve the conflict (the &#147;Proxy Working Group&#148;); or (ii)&nbsp;vote in accordance with protocols previously established by the Proxy Policy, the Proxy Working Group
and/or other relevant procedures approved by PIMCO&#146;s Legal and Compliance department or PIMCO&#146;s Conflict Committee with respect to specific types of conflicts. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">PIMCO will supervise and periodically review its proxy voting activities and the implementation of the Proxy Policy. PIMCO&#146;s Proxy
Policy, and information about how PIMCO voted a client&#146;s proxies, is available upon request. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">ISP Oversight: Consistent with its
fiduciary obligations, PIMCO will perform periodic due diligence and oversight of ISP&#146;s engaged to provide PIMCO with proxy voting research and recommendations. PIMCO&#146;s due diligence and oversight process includes, but is not limited to,
the evaluation of: the ISP&#146;s capacity and competency to provide proxy voting research and recommendations<SUP STYLE="font-size:85%; vertical-align:top">5</SUP> and the ISP&#146;s compliance program. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman"><FONT STYLE="white-space:nowrap">Sub-Adviser</FONT> Engagement: As an investment manager, PIMCO may exercise its discretion to engage a <FONT
STYLE="white-space:nowrap">Sub-Adviser</FONT> to provide portfolio management services to certain PIMCO-affiliated Funds. Consistent with its management responsibilities, the <FONT STYLE="white-space:nowrap">Sub-Adviser</FONT> will assume the
authority for voting proxies on behalf of PIMCO for these Funds. <FONT STYLE="white-space:nowrap">Sub-Advisers</FONT> may utilize third parties to perform certain services related to their portfolio management responsibilities. As a fiduciary, PIMCO
will maintain oversight of the investment management responsibilities (which may include proxy voting) performed by the <FONT STYLE="white-space:nowrap">Sub-Adviser</FONT> and contracted third parties. </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">______________________________________ </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman"><SUP STYLE="font-size:85%; vertical-align:top">1</SUP> Proxies generally describe corporate action consent rights (relative to fixed income
securities) and proxy voting ballots (relative to fixed income or equity securities) as determined by the issuer or custodian. </P>

<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP STYLE="font-size:85%; vertical-align:top">2 </SUP>The term &#147;Equity
Securities&#148; means common and preferred stock, including common and preferred shares issued by investment companies; it does not include debt securities convertible into equity securities. </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP STYLE="font-size:85%; vertical-align:top">3</SUP> The ISP for Equity Securities proxy voting is Institutional Shareholder
Services (&#147;ISS&#148;), Inc., 1177 Avenue of the Americas 2<SUP STYLE="font-size:85%; vertical-align:top">nd </SUP>Floor, New York NY 10036. </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP STYLE="font-size:85%; vertical-align:top">4 </SUP>Voting or consent rights shall not include matters which are primarily
decisions to buy or sell investments, such as tender offers, exchange offers, conversions, put options, redemptions, and Dutch auctions. </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP STYLE="font-size:85%; vertical-align:top">5</SUP> This includes the adequacy and quality of the ISP&#146;s operational
infrastructure as it relates to its process for seeking timely input from issuers and its voting methodologies. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="10%" VALIGN="top" ALIGN="left"><B>Item&nbsp;8.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Portfolio Managers of Closed-End Management Investment Companies. </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">(a)(1) </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">As of August&nbsp;26,
2020, the following individual has primary responsibility for the <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">day-to-day</FONT></FONT> management of the PIMCO Strategic Income Fund, Inc. (the &#147;Fund&#148;): </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman"><B>David Hammer </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">Mr.&nbsp;Hammer has been a portfolio manager of the Fund since August 2015. Mr.&nbsp;Hammer is an executive vice president in the New York
office and head of municipal bond portfolio management. He rejoined PIMCO in 2015 from Morgan Stanley, where he was managing director and head of municipal trading, risk management and research. Previously at PIMCO, he was a senior vice president
and municipal bond portfolio manager, and prior to joining PIMCO in 2012, he was an executive director and head of the high yield and distressed municipal bond trading group at Morgan Stanley. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">(a)(2) </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">The following
summarizes information regarding each of the accounts, excluding the Fund, managed by the Portfolio Manager as of June&nbsp;30, 2020, including accounts managed by a team, committee, or other group that includes the Portfolio Manager. Unless
mentioned otherwise, the advisory fee charged for managing each of the accounts listed below is not based on performance. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

<TD WIDTH="20%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="14%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="11%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" STYLE="BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" COLSPAN="3" STYLE="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Registered&nbsp;Investment<BR>Companies</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" COLSPAN="3" STYLE="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Other Pooled Investment<BR>Vehicles</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" COLSPAN="3" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Other Accounts</TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Portfolio&nbsp;Manager</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">#&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman" ALIGN="center">&nbsp;&nbsp;AUM($million)&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">#&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman" ALIGN="center">&nbsp;&nbsp;AUM($million)&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">#&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" NOWRAP ALIGN="center" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">
<P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman" ALIGN="center">&nbsp;&nbsp;AUM($million)&nbsp;&nbsp;</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman"><B>David
Hammer</B></P> <P STYLE="font-size:2pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center">22</P>
<P STYLE="font-size:2pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center">$8,442.08</P>
<P STYLE="font-size:2pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center">4*</P>
<P STYLE="font-size:2pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center">$631.07</P>
<P STYLE="font-size:2pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center">114</P>
<P STYLE="font-size:2pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center">$11,531.65</P>
<P STYLE="font-size:2pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD></TR>
</TABLE></DIV> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; font-size:9pt; font-family:Times New Roman"><SUP STYLE="font-size:85%; vertical-align:top">*</SUP> Of these Other Pooled Investment Vehicles,
<U>3</U><U>&nbsp;&nbsp;&nbsp;&nbsp;</U> account(s) totaling <U>$518.78</U><U>&nbsp;&nbsp;&nbsp;&nbsp;</U> million in assets pay(s) an advisory fee that is based in part on the performance of the accounts. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">From time to time, potential and actual conflicts of interest may arise between a portfolio manager&#146;s
management of the investments of the Fund, on the one hand, and the management of other accounts, on the other. Potential and actual conflicts of interest may also arise as a result of PIMCO&#146;s other business activities and PIMCO&#146;s
possession of material <FONT STYLE="white-space:nowrap">non-public</FONT> information about an issuer. Other accounts managed by a portfolio manager might have similar investment objectives or strategies as the Fund, track the same index as the Fund
or otherwise hold, purchase, or sell securities that are eligible to be held, purchased or sold by the Fund. The other accounts might also have different investment objectives or strategies than the Fund. Potential and actual conflicts of interest
may also arise as a result of PIMCO serving as investment adviser to accounts that invest in the Fund. In this case, such conflicts of interest could in theory give rise to incentives for PIMCO to, among other things, vote proxies of the Fund in a
manner beneficial to the investing account but detrimental to the Fund. Conversely, PIMCO&#146;s duties to the Fund, as well as regulatory or other limitations applicable to the Fund, may affect the courses of action available to PIMCO-advised
accounts (including certain funds) that invest in the Fund in a manner that is detrimental to such investing accounts. In addition, regulatory restrictions, actual or potential conflicts of interest or other considerations may cause PIMCO to
restrict or prohibit participation in certain investments. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Because PIMCO is affiliated with Allianz, a
large multi-national financial institution, conflicts similar to those described below may occur between the Fund and other accounts managed by PIMCO and PIMCO&#146;s affiliates or accounts managed by those affiliates. Those affiliates (or their
clients), which generally operate autonomously from PIMCO, may take actions that </P>

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are adverse to the Fund or other accounts managed by PIMCO. In many cases, PIMCO will not be in a position to mitigate those actions or address those conflicts, which could adversely affect the
performance of the Fund or other accounts managed by PIMCO. In addition, because certain Clients (as defined below) are affiliates of PIMCO or have investors who are affiliates or employees of PIMCO, PIMCO may have incentives to resolve conflicts of
interest in favor of these Clients over other Clients. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><U>Knowledge and Timing of Fund Trades</U>. A
potential conflict of interest may arise as a result of the portfolio manager&#146;s <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">day-to-day</FONT></FONT> management of the Fund. Because of their positions with the Fund, the
portfolio managers know the size, timing and possible market impact of the Fund&#146;s trades. It is theoretically possible that the portfolio managers could use this information to the advantage of other accounts they manage and to the possible
detriment of the Fund. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><U>Investment Opportunities</U>. A potential conflict of interest may arise as a
result of the portfolio manager&#146;s management of a number of accounts with varying investment guidelines. Often, an investment opportunity may be suitable for both the Fund and other accounts managed by PIMCO (each, a &#147;Client,&#148; and
collectively, the &#147;Clients&#148;), but may not be available in sufficient quantities for both the Fund and other Clients to participate fully. In addition, regulatory issues applicable to PIMCO or the Fund or other accounts may result in the
Fund not receiving securities that may otherwise be appropriate for it. In addition, regulatory issues applicable to PIMCO or the Fund or other accounts may result in the Fund not receiving securities that may otherwise be appropriate for it.
Similarly, there may be limited opportunity to sell an investment held by the Fund and another account. PIMCO has adopted policies and procedures reasonably designed to allocate investment opportunities on a fair and equitable basis over time. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Under PIMCO&#146;s allocation procedures, investment opportunities are allocated among various investment
strategies based on individual account investment guidelines and PIMCO&#146;s investment outlook. PIMCO has also adopted additional procedures to complement the general trade allocation policy that are designed to address potential conflicts of
interest due to the <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">side-by-side</FONT></FONT> management of the Fund and certain pooled investment vehicles, including investment opportunity allocation issues. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">From time to time, PIMCO may take an investment position or action for a Client that may be different from,
or inconsistent with, an action or position taken for one or more other Clients having similar or differing investment objectives. These positions and actions may adversely impact, or in some instances may benefit, one or more affected Clients,
including Clients that are PIMCO affiliates, in which PIMCO has an interest, or which pays PIMCO higher fees or a performance fee. For example, a Client may buy a security and another Client may establish a short position in that same security. The
subsequent short sale may result in a decrease in the price of the security that the other Client holds. Similarly, transactions or investments by one or more Clients may have the effect of diluting or otherwise disadvantaging the values, prices or
investment strategies of another Client. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">When PIMCO implements for one Client a portfolio decision or
strategy ahead of, or contemporaneously with, similar portfolio decisions or strategies of another Client, market impact, liquidity constraints or other factors could result in one or more Clients receiving less favorable trading results, the costs
of implementing such portfolio decisions or strategies could be increased or such Clients could otherwise be disadvantaged. On the other hand, potential conflicts may also arise because portfolio decisions regarding a Client may benefit other
Clients. For example, the sale of a long position or establishment of a short position for a Client may decrease the price of the same security sold short by (and therefore benefit) other Clients, and the purchase of a security or covering of a
short position in a security for a Client may increase the price of the same security held by (and therefore benefit) other Clients. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Under certain circumstances, a Client may invest in a transaction in which one or more other Clients are
expected to participate, or already have made or will seek to make, an investment. In addition, to the extent permitted by applicable law, a Client may also engage in investment transactions that may result in other Clients being relieved of
obligations, or that may cause other Clients to divest certain investments (e.g., a Client may make a loan to, or directly or indirectly acquire securities or indebtedness of, a company that uses the proceeds to refinance or reorganize its capital
structure, which could result in repayment of debt held by another Client). Such Clients (or groups of Clients) may have conflicting interests and objectives in connection with such investments, including with respect to views on the operations or
activities of the issuer involved, the targeted returns from the investment and the timeframe for, and method of, exiting the investment. When making such investments, PIMCO may do so in a way that favors one Client over another Client, even if both
Clients are investing in the same security at the same time. Certain Clients may invest on a &#147;parallel&#148; basis (i.e., proportionately in all transactions at substantially the same time and on substantially the same terms and conditions). In
addition, other accounts may expect to invest in many of the same types of investments as another account. However, there may be investments in which one or more of such accounts does not invest (or invests on different terms or on a <FONT
STYLE="white-space:nowrap">non-pro</FONT> rata basis) due to factors such as legal, tax, </P>

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 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">
regulatory, business, contractual or other similar considerations or due to the provisions of a Client&#146;s governing documents. Decisions as to the allocation of investment opportunities among
such Clients present numerous conflicts of interest, which may not be resolved in a manner that is favorable to a Client&#146;s interests. To the extent an investment is not allocated pro rata among such entities, a Client could incur a
disproportionate amount of income or loss related to such investment relative to such other Client. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">In
addition, Clients may invest alongside one another in the same underlying investments or otherwise pursuant to a substantially similar investment strategy as one or more other Clients. In such cases, certain Clients may have preferential liquidity
and information rights relative to other Clients holding the same investments, with the result that such Clients will be able to withdraw/redeem their interests in underlying investments in priority to Clients who may have more limited access to
information or more restrictive withdrawal/redemption rights. Clients with more limited information rights or more restrictive liquidity may therefore be adversely affected in the event of a downturn in the markets. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Further, potential conflicts may be inherent in PIMCO&#146;s use of multiple strategies. For example,
conflicts will arise in cases where different Clients invest in different parts of an issuer&#146;s capital structure, including circumstances in which one or more Clients may own private securities or obligations of an issuer and other Clients may
own or seek to acquire private securities of the same issuer. For example, a Client may acquire a loan, loan participation or a loan assignment of a particular borrower in which one or more other Clients have an equity investment, or may invest in
senior debt obligations of an issuer for one Client and junior debt obligations or equity of the same issuer for another Client. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Conflicts potentially limiting the Fund&#146;s investment opportunities may also arise when the Fund and
other Clients invest in different parts of an issuer&#146;s capital structure, such as when the Fund owns senior debt obligations of an issuer and other Clients own junior tranches of the same issuer. In such circumstances, decisions over whether to
trigger an event of default, over the terms of any workout, or how to exit an investment may result in conflicts of interest. In order to minimize such conflicts, a portfolio manager may avoid certain investment opportunities that would potentially
give rise to conflicts with other Clients or PIMCO may enact internal procedures designed to minimize such conflicts, which could have the effect of limiting the Fund&#146;s investment opportunities. Additionally, if PIMCO acquires material <FONT
STYLE="white-space:nowrap">non-public</FONT> confidential information in connection with its business activities for other Clients, a portfolio manager may be restricted from purchasing securities or selling securities for the Fund. Moreover, the
Fund or other accounts managed by PIMCO may invest in a transaction in which one or more other funds or accounts managed by PIMCO are expected to participate, or already have made or will seek to make, an investment. Such funds or accounts may have
conflicting interests and objectives in connection with such investments, including, for example and without limitation, with respect to views on the operations or activities of the issuer involved, the targeted returns from the investment, and the
timeframe for, and method of, exiting the investment. Additionally, a fund or other account managed by PIMCO may take an investment position or action that may be different from, or inconsistent with, an investment position or action taken by
another fund or other account managed by PIMCO having similar or differing investment objectives. These positions and actions may adversely impact the Fund. For example, the Fund may buy a security and another fund or other account managed by PIMCO
may establish a short position in that same security or in another security issued by the same issuer. The subsequent short sale may result in a decrease in the price of the security that the first fund holds. When making investment decisions where
a conflict of interest may arise, PIMCO will endeavor to act in a fair and equitable manner as between the Fund and other Clients; however, in certain instances the resolution of the conflict may result in PIMCO acting on behalf of another Client in
a manner that may not be in the best interest, or may be opposed to the best interest, of the Fund. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">In
each of the situations described above, PIMCO may take actions with respect to the assets held by one Client that are adverse to the other Clients, for example, by foreclosing on loans, by putting an issuer into default, or by exercising rights to
purchase or sell to an issuer, causing an issuer to take actions adverse to certain classes of securities, or otherwise. In negotiating the terms and conditions of any such investments, or any subsequent amendments or waivers or taking any other
actions, PIMCO may find that the interests of a Client and the interests of one or more other Clients could conflict. In these situations, decisions over items such as whether to make the investment or take an action, proxy voting, corporate
reorganization, how to exit an investment, or bankruptcy or similar matters (including, for example, whether to trigger an event of default or the terms of any workout) may result in conflicts of interest. Similarly, if an issuer in which a Client
and one or more other Clients directly or indirectly hold different classes of securities (or other assets, instruments or obligations issued by such issuer or underlying investments of such issuer) encounters financial problems, decisions over the
terms of any workout will raise conflicts of interests (including, for example, conflicts over proposed waivers and amendments to debt covenants). For example, a debt holder may be better served by a liquidation of the issuer in which it may be paid
in full, whereas an equity or junior bond holder might prefer a reorganization that holds the potential to create value for the equity holders. In some cases PIMCO may refrain from taking certain actions or making certain investments on behalf of
Clients in order to avoid or mitigate certain conflicts of interest or to prevent adverse regulatory or other effects on PIMCO, or may sell </P>

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investments for certain Clients (in each case potentially disadvantaging the Clients on whose behalf the actions are not taken, investments not made, or investments sold). In other cases, PIMCO
may not refrain from taking actions or making investments on behalf of certain Clients that have the potential to disadvantage other Clients. In addition, PIMCO may take actions or refrain from taking actions in order to mitigate legal risks to
PIMCO or its affiliates or its Clients even if disadvantageous to a Client&#146;s account. Moreover, a Client may invest in a transaction in which one or more other Clients are expected to participate, or already have made or will seek to make, an
investment. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Additionally, certain conflicts may exist with respect to portfolio managers who make
investment decisions on behalf of several different types of Clients. Such portfolio managers may have an incentive to allocate trades, time or resources to certain Clients, including those Clients who pay higher investment management fees or that
pay incentive fees or allocations, over other Clients. These conflicts may be heightened with respect to portfolio managers who are eligible to receive a performance allocation under certain circumstances as part of their compensation. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">From time to time, PIMCO personnel may come into possession of material
<FONT STYLE="white-space:nowrap">non-public</FONT> information (&#147;MNPI&#148;) which, if disclosed, might affect an investor&#146;s decision to buy, sell or hold a security. Should a PIMCO employee come into possession of MNPI with respect to an
issuer, he or she generally will be prohibited from communicating such information to, or using such information for the benefit of, Clients, which could limit the ability of Clients to buy, sell or hold certain investments, thereby limiting the
investment opportunities or exit strategies available to Clients. In addition, holdings in the securities or other instruments of an issuer by PIMCO or its affiliates may affect the ability of a Client to make certain acquisitions of or enter into
certain transactions with such issuer. PIMCO has no obligation or responsibility to disclose such information to, or use such information for the benefit of, any person (including Clients). </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">PIMCO maintains one or more restricted lists of companies whose securities are subject to certain trading
prohibitions due to PIMCO&#146;s business activities. PIMCO may restrict trading in an issuer&#146;s securities if the issuer is on a restricted list or if PIMCO has MNPI about that issuer. In some situations, PIMCO may restrict Clients from trading
in a particular issuer&#146;s securities in order to allow PIMCO to receive MNPI on behalf of other Clients. A Client may be unable to buy or sell certain securities until the restriction is lifted, which could disadvantage the Client. PIMCO may
also be restricted from making (or divesting of) investments in respect of some Clients but not others. In some cases PIMCO may not initiate or recommend certain types of transactions, or may otherwise restrict or limit its advice relating to
certain securities if a security is restricted due to MNPI or if PIMCO is seeking to limit receipt of MNPI. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">PIMCO may conduct litigation or engage in other legal actions on behalf of one or more Clients. In such
cases, Clients may be required to bear certain fees, costs, expenses and liabilities associated with the litigation. Other Clients that are or were investors in, or otherwise involved with, the subject investments may or may not (depending on the
circumstances) be parties to such litigation actions, with the result that certain Clients may participate in litigation actions in which not all Clients with similar investments may participate, and such nonparticipating Clients may benefit from
the results of such litigation actions without bearing or otherwise being subject to the associated fees, costs, expenses and liabilities. PIMCO, for example, typically does not pursue legal claims on behalf of its separate accounts. Furthermore, in
certain situations, litigation or other legal actions pursued by PIMCO on behalf of a Client may be brought against or be otherwise adverse to a portfolio company or other investment held by a Client. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:10%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">The foregoing is not a complete list of conflicts to which PIMCO or Clients may be subject. PIMCO seeks to
review conflicts on a <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">case-by-case</FONT></FONT> basis as they arise. Any review will take into consideration the interests of the relevant Clients, the circumstances giving rise to
the conflict, applicable PIMCO policies and procedures, and applicable laws. Clients (and investors in Funds) should be aware that conflicts will not necessarily be resolved in favor of their interests and may in fact be resolved in a manner adverse
to their interests. PIMCO will attempt to resolve such matters fairly, but even so, matters may be resolved in favor of other Clients which pay PIMCO higher fees or performance fees or in which PIMCO or its affiliates have a significant proprietary
interest. There can be no assurance that any actual or potential conflicts of interest will not result in a particular Client or group of Clients receiving less favorable investment terms in or returns from certain investments than if such conflicts
of interest did not exist. </P> <P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:9%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><U>Performance Fees</U>. A portfolio manager may advise certain accounts with
respect to which the management fee is based entirely or partially on performance. Performance fee arrangements may create a conflict of interest for the portfolio manager in that the portfolio manager may have an incentive to allocate the
investment opportunities that he or she believes might be the most profitable to such other accounts instead of allocating them to the Fund. PIMCO has adopted policies and procedures reasonably designed to allocate investment opportunities between
the Fund and certain pooled investment vehicles on a fair and equitable basis over time. </P>

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 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:4%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">(a)(3) </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">As of June&nbsp;30, 2020, the following explains the compensation structure of the individual who has primary
responsibility for <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">day-to-day</FONT></FONT> portfolio management of the Fund: </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman"><B>Portfolio Manager Compensation </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">PIMCO&#146;s approach to compensation seeks to provide professionals with a Total Compensation Plan and process that is driven
by PIMCO&#146;s mission and values. Key Principles on Compensation Philosophy include: </P> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="14%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">PIMCO&#146;s pay practices are designed to attract and retain high performers; </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="14%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">PIMCO&#146;s pay philosophy embraces a corporate culture of rewarding strong performance, a strong work ethic,
and meritocracy; </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="14%">&nbsp;</TD>
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<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">PIMCO&#146;s goal is to ensure key professionals are aligned to PIMCO&#146;s long-term success through equity
participation; and </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="14%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">PIMCO&#146;s &#147;Discern and Differentiate&#148; discipline guides total compensation levels.
</P></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">The Total Compensation Plan consists of three components. The compensation program for portfolio
managers is designed to align with clients&#146; interests, emphasizing each portfolio manager&#146;s ability to generate long-term investment success for PIMCO&#146;s clients. A portfolio manager&#146;s compensation is not based solely on the
performance of any Fund or any other account managed by that portfolio manager: </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><I>Base Salary</I> &#150; Base salary is
determined based on core job responsibilities, positions/levels and market factors. Base salary levels are reviewed annually, when there is a significant change in job responsibilities or position, or a significant change in market levels. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><I>Performance Bonus</I> &#150; Performance bonuses are designed to reward risk-adjusted performance and contributions to
PIMCO&#146;s broader investment process. The compensation process is not formulaic and the following <FONT STYLE="white-space:nowrap">non-exhaustive</FONT> list of qualitative and quantitative criteria are considered when determining the total
compensation for portfolio managers: </P> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="14%">&nbsp;</TD>
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<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">Performance measured over a variety of longer- and shorter-term periods, including <FONT
STYLE="white-space:nowrap">5-year,</FONT> <FONT STYLE="white-space:nowrap">4-year,</FONT> <FONT STYLE="white-space:nowrap">3-year,</FONT> <FONT STYLE="white-space:nowrap">2-year</FONT> and <FONT STYLE="white-space:nowrap">1-year</FONT>
dollar-weighted and account-weighted, <FONT STYLE="white-space:nowrap">pre-tax</FONT> total and risk-adjusted investment performance as judged against the applicable benchmarks (which may include internal investment performance-related benchmarks)
for each account managed by a portfolio manager (including the Funds) and relative to applicable industry peer groups; greatest emphasis is placed on <FONT STYLE="white-space:nowrap">5-year</FONT> and <FONT STYLE="white-space:nowrap">3-year</FONT>
performance, followed by <FONT STYLE="white-space:nowrap">1-year</FONT> performance; </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="14%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">Consistency of investment performance across portfolios of similar mandate and guidelines, rewarding low
dispersion and consistency of outperformance; </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="14%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">Appropriate risk positioning and risk management mindset which includes consistency with PIMCO&#146;s
investment philosophy, the Investment Committee&#146;s positioning guidance, absence of defaults, and appropriate alignment with client objectives; </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="14%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">Contributions to mentoring, coaching and/or supervising members of team; </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="14%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">Collaboration, idea generation, and contribution of investment ideas in the context of PIMCO&#146;s investment
process, Investment Committee meetings, and <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">day-to-day</FONT></FONT> management of portfolios; </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="14%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">With much lesser importance than the aforementioned factors: amount and nature of assets managed by the
portfolio manager, contributions to asset retention, and client satisfaction. </P></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">PIMCO&#146;s partnership
culture further rewards strong long term risk adjusted returns with promotion decisions almost entirely tied to long term contributions to the investment process. <FONT STYLE="white-space:nowrap">10-year</FONT> performance can also be considered,
though not explicitly as part of the compensation process. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><I>Deferred Compensation</I> &#150; Long Term Incentive Plan
(&#147;LTIP&#148;) and/or M Options are awarded to key professionals. Employees who reach a total compensation threshold are delivered their annual compensation in a mix of cash and/or deferred </P>

<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">
compensation. PIMCO incorporates a progressive allocation of deferred compensation as a percentage of total compensation, which is in line with market practices. </P>
<P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="13%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">The LTIP provides participants with deferred cash awards that appreciate or depreciate based on PIMCO&#146;s
operating earnings over a rolling three-year period. The plan provides a link between longer term company performance and participant pay, further motivating participants to make a long term commitment to PIMCO&#146;s success. </P></TD></TR></TABLE>
<P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="13%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">The M Unit program provides
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">mid-to-senior</FONT></FONT> level employees with the potential to acquire an equity stake in PIMCO over their careers and to better align employee incentives with the Firm&#146;s
long-term results. In the program, options are awarded and vest over a number of years and may convert into PIMCO equity which shares in the profit distributions of the Firm. M Units are <FONT STYLE="white-space:nowrap">non-voting</FONT> common
equity of PIMCO and provide a mechanism for individuals to build a significant equity stake in PIMCO over time. </P></TD></TR></TABLE>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Eligibility to participate in LTIP and the M Unit program is contingent upon continued employment at PIMCO and all other
applicable eligibility requirements. </P> <P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><B><I>Profit Sharing Plan</I></B>. Portfolio managers who are Managing Directors of
PIMCO receive compensation from a <FONT STYLE="white-space:nowrap">non-qualified</FONT> profit sharing plan consisting of a portion of PIMCO&#146;s net profits. Portfolio managers who are Managing Directors receive an amount determined by the
Compensation Committee, based upon an individual&#146;s overall contribution to the firm. </P> <P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">(a)(4) </P>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; text-indent:4%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">The following summarizes the dollar range of securities of the Fund the Portfolio Manager beneficially owned
as of June&nbsp;30, 2020: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="91%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

<TD WIDTH="51%"></TD>

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


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER:1px solid #000000; padding-left:8pt"><B>Portfolio Manager</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>Dollar Range of
Equity Securities of the Fund Owned as of June&nbsp;30, 2020</B></P> <P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" STYLE="BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; padding-left:8pt">&nbsp;</TD>
<TD HEIGHT="8" COLSPAN="2" STYLE="BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>David
Hammer</B></P> <P STYLE="font-size:2pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">None</P>
<P STYLE="font-size:2pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD></TR>
</TABLE></DIV> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%" VALIGN="top" ALIGN="left"><B>Item&nbsp;9.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
</B></P></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">None. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%" VALIGN="top" ALIGN="left"><B>Item&nbsp;10.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Submission of Matters to a Vote of Security Holders. </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">There have been no material changes to the procedures by which shareholders may recommend nominees to the Fund&#146;s Board of Trustees since
the Fund last provided disclosure in response to this item. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%" VALIGN="top" ALIGN="left"><B>Item&nbsp;11.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Controls and Procedures. </B></P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">(a)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">The principal executive officer and principal financial&nbsp;&amp; accounting officer have concluded as of a
date within 90 days of the filing date of this report, based on their evaluation of the Registrant&#146;s disclosure controls and procedures (as defined in Rule <FONT STYLE="white-space:nowrap">30a-3(c)</FONT> under the 1940 Act), that the design of
such procedures is effective to provide reasonable assurance that material information required to be disclosed by the Registrant on Form <FONT STYLE="white-space:nowrap">N-CSR</FONT> is recorded, processed, summarized and reported within the time
periods specified in the Commission&#146;s rules and forms. </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">(b)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">There were no changes in the Registrant&#146;s internal control over financial reporting (as defined in Rule <FONT
STYLE="white-space:nowrap">30a-3(d)</FONT> under the 1940 Act (17 CFR <FONT STYLE="white-space:nowrap">270.30a-3(d)))</FONT> that occurred during the last fiscal quarter of the period covered by this report that have materially affected, or are
reasonably likely to materially affect, the Registrant&#146;s internal control over financial reporting. </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%" VALIGN="top" ALIGN="left"><B>Item&nbsp;12.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Disclosure of Securities Lending Activities for <FONT STYLE="white-space:nowrap">Closed-End</FONT>
Management Investment Companies. </B></P></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">None. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%" VALIGN="top" ALIGN="left"><B>Item&nbsp;13.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Exhibits. </B></P></TD></TR></TABLE>

<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

<TD></TD>

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD WIDTH="93%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" NOWRAP>(a)(1)</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><A HREF="d932669dex99a1.htm">Exhibit 99.CODE&#151;Code of Ethics pursuant to Section 406 of the Sarbanes-Oxley Act of 2002. </A></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" NOWRAP>(a)(2)</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><A HREF="d932669dex99a2.htm">Exhibit 99.CERT&#151;Certifications pursuant to Section 302 of the Sarbanes-Oxley Act of 2002. </A></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" NOWRAP>(a)(3)</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">None.</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" NOWRAP>(a)(4)</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">There was no change in the registrant&#146;s independent public accountant for the period covered by the report.</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" NOWRAP>(b)</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><A HREF="d932669dex99b.htm">Exhibit 99.906CERT&#151;Certifications pursuant to Section&nbsp;906 of the Sarbanes-Oxley Act of 2002. </A></TD></TR>
</TABLE></DIV>

<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Signatures </B></P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be
signed on its behalf by the undersigned, thereunto duly authorized. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="88%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" COLSPAN="3">PIMCO Strategic Income Fund, Inc.</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:2pt">
<TD VALIGN="top"><FONT STYLE="font-size:10pt">By:&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">/s/&nbsp;&nbsp;&nbsp;&nbsp;Eric D. Johnson</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:2pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">Eric D. Johnson</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">President (Principal Executive Officer)</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:10pt; font-family:Times New Roman">Date: August&nbsp;26, 2020</P></TD></TR>
</TABLE></DIV> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report
has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="88%"></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:2pt">
<TD VALIGN="top"><FONT STYLE="font-size:10pt">By:&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">/s/&nbsp;&nbsp;&nbsp;&nbsp;Eric D. Johnson</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:2pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">Eric D. Johnson</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">President (Principal Executive Officer)</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:10pt; font-family:Times New Roman">Date: August&nbsp;26, 2020</P></TD></TR>
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<TD VALIGN="top"><FONT STYLE="font-size:10pt">By:&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">/s/&nbsp;&nbsp;&nbsp;&nbsp;Bradley Todd</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:2pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">Bradley Todd</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">Treasurer (Principal Financial&nbsp;&amp; Accounting Officer)</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:10pt; font-family:Times New Roman">Date: August&nbsp;26, 2020</P></TD></TR>
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</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.(A)(1)
<SEQUENCE>2
<FILENAME>d932669dex99a1.htm
<DESCRIPTION>CODE OF ETHICS PURSUANT TO SECTION 406 OF THE SARBANES-OXLEY ACT OF 2002.
<TEXT>
<HTML><HEAD>
<TITLE>Code of Ethics pursuant to Section 406 of the Sarbanes-Oxley Act of 2002.</TITLE>
</HEAD>
 <BODY BGCOLOR="WHITE">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B><U>Code of Ethics Pursuant to Section&nbsp;406 of the Sarbanes-Oxley Act of 2002 for Principal
</U></B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B><U>Executive and Senior Financial Officers </U></B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Funds </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO
Variable Insurance Trust (&#147;PVIT&#148;) </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO ETF Trust (&#147;ETF&#148;) </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Equity Series (&#147;PES&#148;) </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Equity Series VIT (&#147;PESVIT&#148;) </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Managed Accounts Trust </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Sponsored <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Sponsored Interval Funds<SUP STYLE="font-size:85%; vertical-align:top">1</SUP> </B></P>
<P STYLE="font-size:18pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>I.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="left"><B>Covered Officers/Purpose of the Code </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">This Code of Ethics (this &#147;Code&#148;) pursuant to Section&nbsp;406 of the <FONT STYLE="white-space:nowrap">Sarbanes-Oxley</FONT> Act of
2002 has been adopted by the Funds and, except as provided in Section VI below, applies to each Fund&#146;s Principal Executive Officer, Principal Financial Officer and Principal Accounting Officer (the &#147;Covered Persons&#148;). Each Covered
Person is identified in <U>Exhibit A</U>.) </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">This Code has been adopted for the purpose of promoting: </P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between
personal and professional relationships; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">full, fair, accurate, timely and understandable disclosure in reports and documents that a Fund files with, or
submits to, the Securities and Exchange Commission (&#147;SEC&#148;) and in other public communications made by a Fund; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">compliance with applicable laws and governmental rules and regulations; </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">the prompt internal reporting of violations of the Code to an appropriate person or persons identified in the
Code; and </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">accountability for adherence to the Code. </P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Each Covered Person should adhere to a high standard of business ethics and should be sensitive to situations that may give rise to conflicts
of interest or the appearance thereof. </P> <P STYLE="font-size:24pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P> <P STYLE="line-height:8.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000;width:32%">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="5%" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">1</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="justify">The listed entities which are <FONT STYLE="white-space:nowrap">open-end</FONT> investment companies are
known as the &#147;Trusts,&#148; the listed entities which are publicly-traded <FONT STYLE="white-space:nowrap">closed-end</FONT> investment companies are known as the <FONT STYLE="white-space:nowrap">&#147;Closed-End</FONT> Funds,&#148; and the
listed entities which are <FONT STYLE="white-space:nowrap">closed-end</FONT> investment companies operating as &#147;interval&#148; funds under Rule <FONT STYLE="white-space:nowrap">23c-3</FONT> of the 1940 Act are known as the &#147;Interval
Funds.&#148; The Trusts&#146; respective series, the <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds, and the Interval Funds are referred to herein as the &#147;Funds.&#148; References to &#147;Trustees&#148; include Directors, as
applicable. </P></TD></TR></TABLE>

<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P>

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>II.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify"><B>Covered Persons Should Handle Ethically Any Actual or Apparent Conflicts of Interest
</B></P></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify"><B>Overview</B>. A &#147;conflict of interest&#148; occurs when a Covered Person&#146;s private interest interferes
with the interests of, or his service to, the relevant Fund. For example, a conflict of interest would arise if a Covered Person, or a member of the Covered Person&#146;s family, receives improper personal benefits as a result of the Covered
Person&#146;s position with the relevant Fund. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Certain conflicts of interest arise out of the relationships between Covered Persons and
the relevant Fund and already are subject to conflict of interest provisions and procedures in the Investment Company Act of 1940, as amended (including the regulations thereunder, the &#147;1940 Act&#148;) and the Investment Advisers Act of 1940,
as amended (including the regulations thereunder, the &#147;Investment Advisers Act&#148;) and other applicable laws. Indeed, conflicts of interest are endemic for registered management investment companies and those conflicts are both substantially
and procedurally dealt with under the 1940 Act. For example, Covered Persons may not engage in certain transactions with a Fund because of their status as &#147;affiliated persons&#148; of such Fund. The compliance program of each Fund and the
compliance programs of its investment adviser, principal underwriter (with respect to the Trusts) and administrator (each a &#147;PIMCO-Affiliated Service Provider&#148; and, collectively, the &#147;PIMCO-Affiliated Service Providers&#148;<SUP
STYLE="font-size:85%; vertical-align:top">2</SUP>) are reasonably designed to prevent, or identify and correct, violations of many of those provisions, although they are not designed to provide absolute assurance as to those matters. This Code does
not, and is not intended to, repeat or replace these programs and procedures, and such conflicts fall outside of the parameters of this Code. <I>See also</I> Section V of this Code. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Although typically not presenting an opportunity for improper personal benefit, conflicts arise from, or as a result of, the contractual
relationship between a Fund and its applicable PIMCO-Affiliated Service Providers of which the Covered Persons are also officers or employees. As a result, this Code recognizes that the Covered Persons will, in the normal course of their duties
(whether for the Funds or for a PIMCO-Affiliated Service Provider, or for both), be involved in establishing policies and implementing decisions that will have different effects on the PIMCO-Affiliated Service Providers and the Funds. The
participation of the Covered Persons in such activities is inherent in the contractual relationships between the Funds and their applicable PIMCO-Affiliated Service Providers and is consistent with the performance by the Covered Persons of their
duties as officers of the relevant Fund. Thus, if performed in conformity with the provisions of the 1940 Act, the Investment Advisers Act, other applicable law and the relevant Fund&#146;s constitutional documents, such activities will be deemed to
have been handled ethically. Frequently, the 1940 Act establishes, as a mechanism for dealing with conflicts, requirements that such potential conflicts be disclosed to and approved by the Trustees of a Fund who are not &#147;interested
persons&#148; of such Fund under the 1940 Act. In addition, it is recognized by each Fund&#146;s Board of Trustees that the Covered Persons may also be officers or employees of one or more other investment companies covered by this or other codes
and that such service, by itself, does not give rise to a conflict of interest. </P> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<P STYLE="line-height:8.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000;width:32%">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="5%" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">2</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="justify">Each PIMCO-Affiliated Service Provider is identified in <U>Exhibit B.</U> </P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">2 </P>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Other conflicts of interest are covered by the Code, even if such conflicts of interest are
not the subject of provisions of the 1940 Act and the Investment Advisers Act. The following list provides examples of conflicts of interest under the Code, but Covered Persons should bear in mind that these examples are not exhaustive. The
overarching principle is that the personal interest of a Covered Person should not be placed improperly before the interest of the relevant Fund, unless the personal interest is disclosed to and reviewed by other officers of such Fund or such
Fund&#146;s Chief Compliance Officer (&#147;CCO&#148;). </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">*&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;* </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">Each Covered Person must not: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">use his personal influence or personal relationships to improperly influence investment decisions or financial
reporting by the relevant Fund whereby the Covered Person would benefit personally to the detriment of such Fund; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">cause the relevant Fund to take action, or fail to take action, for the individual personal benefit of the
Covered Person rather than the benefit of such Fund; or </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">retaliate against any other Covered Person or any employee of the Funds or their PIMCO-Affiliated Service
Providers for reports of potential violations that are made in good faith. </P></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">There are some conflict of interest
situations that should always be submitted for review by the President of the relevant Fund (or, with respect to activities of the President, by the Chairman of the relevant Fund or, if the same person holds the titles of President and Chairman, by
the Fund&#146;s CCO). These conflict of interest situations are listed below: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">service on the board of directors or governing board of a publicly traded entity; </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">knowing acceptance of any investment opportunity or of any material gift or gratuity from any person or entity
that does business, or desires to do business, with the relevant Fund. For these purposes, material gifts do <U>not</U> include (i)&nbsp;gifts from a single giver so long as their aggregate annual value does not exceed the equivalent of $100.00;
(ii) attending business meals, business related conferences, sporting events and other entertainment events at the expense of a giver, so long as the expense is reasonable<SUP STYLE="font-size:85%; vertical-align:top">3</SUP> and both the Covered
Person and the giver are present<SUP STYLE="font-size:85%; vertical-align:top">4</SUP>; or (iii)&nbsp;gifts or meals/conferences/events received from the Covered Person&#146;s employer; </P></TD></TR></TABLE>
<P STYLE="font-size:18pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P> <P STYLE="line-height:8.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000;width:32%">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP STYLE="font-size:85%; vertical-align:top">3</SUP> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Whether an entertainment expense is
&#147;reasonable&#148; will vary depending on the circumstances. For example, under proposed FINRA (NASD) guidance (Proposed IM 3060, SEC Release <FONT STYLE="white-space:nowrap">No.&nbsp;34-55765,</FONT> May&nbsp;15, 2007), generally, a business
entertainment event that is so lavish or extensive in nature that an attendee would likely feel compelled to direct business to the sponsor of the event, or a business entertainment event that is intended or designed to cause, or would be reasonably
judged to have the likely effect of causing the attendee to act in a manner that is inconsistent with the best interests of a Fund would be unreasonable <I>per se</I>. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP STYLE="font-size:85%; vertical-align:top">4</SUP> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;In the event a Covered Person is a
registered representative of the Funds&#146; principal underwriter, the aggregate annual gift value from a single giver shall not exceed $100.00 as required by the rules of FINRA. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">3 </P>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P>

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">any ownership interest in, or any consulting or employment relationship with, any entities doing business with
the relevant Fund, other than a PIMCO-Affiliated Service Provider or an affiliate of a PIMCO-Affiliated Service Provider.<SUP STYLE="font-size:85%; vertical-align:top">5</SUP> This restriction shall not apply to or otherwise limit the ownership of
publicly traded securities of such entities doing business with the relevant Fund so long as the Covered Person&#146;s ownership does not exceed more than 2% of the outstanding securities of the relevant class; or </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">knowingly have a direct or indirect financial interest in commissions, transaction charges or spreads paid by
the relevant Fund for effecting portfolio transactions or for selling or redeeming shares of a Fund other than an interest arising from the Covered Person&#146;s employment. This restriction shall not apply to or otherwise limit the direct or
indirect ownership of publicly traded securities of any such company so long as the Covered Person&#146;s ownership does not exceed more than 2% of the particular class of security outstanding. </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>III.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify"><B>Disclosure and Compliance </B></P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">No Covered Person should knowingly misrepresent, or cause others to misrepresent, facts about the relevant
Fund to others, whether within or outside such Fund, including to such Fund&#146;s Board of Trustees and auditors, and to governmental regulators and <FONT STYLE="white-space:nowrap">self-regulatory</FONT> organizations; </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">each Covered Person should, to the extent appropriate within his area of responsibility, consult with other
officers and employees of the Funds, applicable PIMCO Affiliated Service Providers, other service providers, or with counsel to the Funds with the goal of promoting full, fair, accurate, timely and understandable disclosure in the registration
statements or periodic reports that the Funds file with, or submit to, the SEC (which, for sake of clarity, does not include any sales literature, omitting prospectuses, or &#147;tombstone&#148; advertising prepared by the relevant Fund&#146;s
principal underwriter(s)); and </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">it is the responsibility of each Covered Person to promote compliance with the standards and restrictions
imposed by applicable laws, rules and regulations. </P></TD></TR></TABLE> <P STYLE="font-size:24pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P> <P STYLE="font-size:18pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="justify">However, PIMCO employees and PIMCO
Investments LLC registered representatives are subject to the respective firm&#146;s internal policies on accepting gifts and entertainment and must abide by the limitations imposed by such policies. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP STYLE="font-size:85%; vertical-align:top">5</SUP> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;For purposes of the Code, an
&#147;affiliate&#148; of a Service Provider is (a) any natural person or entity directly or indirectly owning, controlling, or holding with power to vote, 5% or more of the outstanding voting securities of the Service Provider; (b) any natural
person or entity 5% or more of whose outstanding voting securities are directly or indirectly owned by, controlled, or held with power to vote, by the Service Provider; (c) any person directly or indirectly controlling, controlled by, or under
common control with, the Service Provider; or (d) any officer, director, partner, copartner, or employee of the Service Provider. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">4 </P>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P>

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>IV.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="left"><B>Reporting and Accountability </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">Each Covered Person must: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">upon adoption of the Code (or thereafter as applicable, upon becoming a Covered Person), affirm in writing to
the relevant Fund that he has received, read, and understood the Code; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">annually thereafter affirm to the relevant Fund that he has complied with the requirements of the Code by
completing the Annual Certification of Compliance attached hereto as <U>Exhibit&nbsp;C</U>; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">provide full and fair responses to all questions asked in any Trustee and Officer Questionnaire provided by
the relevant Fund as well as with respect to any supplemental request for information; and </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">notify the President of the relevant Fund promptly if he or she is convinced to a moral certainty that there
has been a material violation of this Code (with respect to violations by a President, the Covered Person shall report to the Chairman of the relevant Fund or, if the same person holds the titles of President and Chairman, to the Fund&#146;s CCO).
</P></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">The President of each Fund is responsible for applying this Code to specific situations in which questions are
presented under it and, in consultation with the Fund&#146;s CCO, has the authority to interpret this Code in any particular situation. However, any reviews sought by the President will be considered by the Chairman of the relevant Fund or, if the
same person holds the titles of President and Chairman, by the Fund&#146;s CCO. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">The Funds will follow these procedures in investigating and enforcing
this Code: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">the President will take all appropriate action to investigate any potential material violations reported to
him, which actions may include the use of internal or external counsel, accountants or other personnel; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">if, after such investigation, the President believes that no material violation has occurred, the President is
not required to take any further action; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">any matter that the President believes is a material violation will be reported to the applicable Fund&#146;s
CCO; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#9679;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">if the CCO concurs that a material violation has occurred, it will inform and make a recommendation to the
Fund&#146;s Board of Trustees, which will consider appropriate action, which may include review of, and appropriate modifications to applicable policies and procedures; notification to appropriate personnel of a PIMCO-Affiliated Service Provider or
its board; or a recommendation to dismiss the Covered Person; and </P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">5 </P>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">A Fund&#146;s CCO or Board of Trustees may grant waivers under this Code, as each deems
appropriate. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>V.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="left"><B>Public Disclosure of Changes and Waivers </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Any changes to this Code will, to the extent required by the SEC&#146;s rules, be disclosed on the Fund&#146;s website or in the Fund&#146;s <FONT
STYLE="white-space:nowrap">N-CSR.</FONT> Any waivers under this Code relating to a Covered Person will, to the extent required by the SEC&#146;s rules, be disclosed on the Fund&#146;s website or in the Fund&#146;s
<FONT STYLE="white-space:nowrap">N-CSR.</FONT> </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>VI.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="left"><B>Other Policies and Procedures </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">This Code shall be the sole code of ethics adopted by the Funds for purposes of Section&nbsp;406 of the
<FONT STYLE="white-space:nowrap">Sarbanes-Oxley</FONT> Act and the rules and forms applicable to registered investment companies thereunder. Insofar as other policies or procedures of the Funds or the Funds&#146; PIMCO-Affiliated Service Providers
govern or purport to govern the behavior or activities of the Covered Persons who are subject to this Code, they are superseded by this Code to the extent that they conflict with the provisions of this Code. The Funds&#146; and their
PIMCO-Affiliated Service Providers&#146; codes of ethics under Rule <FONT STYLE="white-space:nowrap">17j-1</FONT> under the 1940 Act and the PIMCO-Affiliated Service Providers&#146; more detailed compliance policies and procedures are separate
requirements applying to the Covered Persons and others, and are not part of this Code. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">This Code will not be interpreted or applied in
any manner that would violate the legal rights of any Covered Person as an employee under applicable law. For example, nothing in this Code or the Exhibits attached hereto prohibits or in any way restricts any Covered Person from reporting possible
violations of law or regulation to, otherwise communicating directly with, cooperating with or providing information to any governmental or regulatory body or any self-regulatory organization or making other disclosures that are protected under
applicable law or regulations of the SEC or any other governmental or regulatory body or self-regulatory organization. A Covered Person does not need prior authorization of PIMCO, a Fund or a PIMCO-Affiliated Service Provider before taking any such
action and is not required to inform PIMCO, a Fund or a PIMCO-Affiliated Service Provider if he or she chooses to take such action. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>VII.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="left"><B>Amendments </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Any material amendments to this Code must be approved or ratified by a majority vote of the Board of Trustees. </P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>VIII.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="left"><B>Confidentiality </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">All reports and records prepared or maintained pursuant to this Code will be considered confidential and shall be maintained and protected
accordingly. Except as otherwise required by law or this Code, such matters shall not be disclosed to anyone except as permitted by the Board of Trustees. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">6 </P>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P>

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>IX.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="left"><B>Internal Use </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">The Code is intended solely for the internal use by the Funds and does not constitute an admission, by or on behalf of any Fund, as to any
fact, circumstance, or legal conclusion. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">7 </P>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>History of Amendments </B></P>
<P STYLE="margin-top:18pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman"><U>History of adoptions and amendments: </U></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" ALIGN="center">


<TR>

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


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Adopted: September&nbsp;29, 2004</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Effective: October&nbsp;5, 2004</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Amended: April&nbsp;1, 2005</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Amended: May&nbsp;24, 2005</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Amended: February 24, 2009 (added ETF)</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Amended: March&nbsp;31, 2009</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Amended: August&nbsp;11, 2009</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Amended: March&nbsp;30, 2010 (added PES and PESVIT)</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Amended: March&nbsp;1, 2011</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Amended: February&nbsp;27, 2013</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Amended: November&nbsp;7, 2013
<FONT STYLE="white-space:nowrap">(non-material</FONT> changes)</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Amended: February&nbsp;26, 2014
<FONT STYLE="white-space:nowrap">(non-material</FONT> changes)</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Amended: August&nbsp;14, 2014 (added PIMCO Managed Accounts Trust and PIMCO
Sponsored <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds)</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Amended: January&nbsp;17, 2015</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Amended: December&nbsp;14, 2016 (added PIMCO Sponsored Interval
Funds)</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:4.50em; text-indent:-4.50em; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Amended:&#8201;&#8202;February&nbsp;15, 2017
<FONT STYLE="white-space:nowrap">(Open-End</FONT> Funds Boards); March&nbsp;23, 2017 (Approved by PIMCO Managed Accounts Trust, PIMO Sponsored <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds and PIMCO Sponsored Interval Funds)</P></TD></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:4.50em; text-indent:-4.50em; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Amended:&#8201;&#8202;May&nbsp;28, 2019 (updated Exhibit A for PIMCO Managed
Accounts Trust, PIMO Sponsored <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds and PIMCO Sponsored Interval Funds)</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Amended: June&nbsp;15, 2019 (updated Exhibit A for OEF/ETF)</P></TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">8 </P>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Exhibit A </B></P>
<P STYLE="margin-top:24pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman"><U>Persons Covered by this Code of Ethics </U></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" ALIGN="center">


<TR>

<TD WIDTH="25%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="25%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="25%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="22%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" STYLE="BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Trust</B></P> <P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Principal Executive</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Officer</B></P> <P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Principal Financial</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Officer</B></P> <P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Principal Accounting</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Officer</B></P> <P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">PIMCO&nbsp;Funds</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">Bradley A. Todd</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bradley A. Todd</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">PVIT</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">Bradley A. Todd</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bradley A. Todd</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">ETF</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">Bradley A. Todd</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bradley A. Todd</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">PES</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">Bradley A. Todd</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bradley A. Todd</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">PESVIT</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">Bradley A. Todd</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bradley A. Todd</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">PIMCO Managed<BR>Accounts Trust</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">Bradley A. Todd</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bradley A. Todd</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">PIMCO Sponsored <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:12pt; font-family:Times New Roman">Eric D. Johnson</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">Bradley A. Todd</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bradley A. Todd</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">PIMCO Sponsored Interval&nbsp;Funds</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">Bradley A. Todd</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bradley A. Todd</TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Note that a listed officer is only a &#147;Covered Person&#148; of the Fund(s) for which he or she serves as a
Principal Executive Officer, Principal Financial Officer or Principal Accounting Officer. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">A-1 </P>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Exhibit B </B></P>
<P STYLE="margin-top:18pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman"><U>PIMCO-Affiliated Service Providers</U>* </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" ALIGN="center">


<TR>

<TD WIDTH="23%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="75%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">Investment&nbsp;Adviser&nbsp;&nbsp;&nbsp;&nbsp;</P> <P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">Pacific Investment
Management Company LLC (&#147;PIMCO&#148;)</P> <P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt">Principal Underwriter**</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">PIMCO Investments LLC</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">Administrator***</P>
<P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">PIMCO</P>
<P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">* None of the PIMCO-Affiliated Service Providers are publicly traded companies. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">** PIMCO Investments LLC does not serve as the principal underwriter for the <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">*** Each Fund retains PIMCO to provide administrative services, either under separate administration agreements or under their advisory or management
agreements. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">B-1 </P>


<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Exhibit C </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">ANNUAL CERTIFICATION OF COMPLIANCE </P>
<P STYLE="margin-top:24pt; margin-bottom:0pt; text-indent:5%; font-size:12pt; font-family:Times New Roman" ALIGN="justify">I hereby certify that I have complied with the requirements of the Code of Ethics Pursuant to Section&nbsp;406 of the
Sarbanes-Oxley Act of 2002 for Principal Executive and Senior Financial Officers (the &#147;Code&#148;) for the year ended December&nbsp;31, ___. I also agree to cooperate fully with any investigation or inquiry as to whether a possible violation of
the foregoing Code has occurred. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
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<TD VALIGN="top">Date:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt;margin-bottom:1pt;border-bottom:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">Signature</TD></TR>
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 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">C-1 </P>

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<DOCUMENT>
<TYPE>EX-99.(A)(2)
<SEQUENCE>3
<FILENAME>d932669dex99a2.htm
<DESCRIPTION>CERTIFICATIONS PURSUANT TO SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002.
<TEXT>
<HTML><HEAD>
<TITLE>Certifications pursuant to Section 302 of the Sarbanes-Oxley Act of 2002.</TITLE>
</HEAD>
 <BODY BGCOLOR="WHITE">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="right"><B>Exhibit 99.CERT </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B><U>Certification Under Rule <FONT STYLE="white-space:nowrap">30a-2(a)</FONT> </U></B></P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>CERTIFICATION </B></P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">I, Eric D. Johnson, certify
that: </P> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">1.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">I have reviewed this report on Form <FONT STYLE="white-space:nowrap">N-CSR</FONT> of PIMCO Strategic Income
Fund, Inc.; </P></TD></TR></TABLE> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">2.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a
material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; </P></TD></TR></TABLE>
<P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">3.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the
periods presented in this report; </P></TD></TR></TABLE> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">4.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">The registrant&#146;s other certifying officer and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and
have: </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="12%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">a)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared; </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="12%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">b)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles; </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="12%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">c)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Evaluated the effectiveness of the registrant&#146;s disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="12%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">d)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Disclosed in this report any change in the registrant&#146;s internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant&#146;s internal control over financial reporting; and </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">5.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">The registrant&#146;s other certifying officer and I have disclosed to the registrant&#146;s auditors and the
audit committee of the registrant&#146;s board of directors (or persons performing the equivalent functions): </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="12%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">a)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the registrant&#146;s ability to record, process, summarize, and report financial information; and </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="12%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">b)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Any fraud, whether or not material, that involves management or other employees who have a significant role in
the registrant&#146;s internal control over financial reporting. </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="70%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

<TD WIDTH="16%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="22%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="60%"></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Date:</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">August&nbsp;26, 2020</P>
<P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Signature:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">/s/ Eric D. Johnson</P>
<P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Title:</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">President&nbsp;(Principal&nbsp;Executive&nbsp;Officer)</P>
<P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD></TR>
</TABLE>

<p style="margin-top:1em; margin-bottom:0em; page-break-before:always">
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="right"><B>Exhibit 99.CERT </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B><U>Certification Under Rule <FONT STYLE="white-space:nowrap">30a-2(a)</FONT> </U></B></P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>CERTIFICATION </B></P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">I, Bradley Todd, certify
that: </P> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">1.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">I have reviewed this report on Form <FONT STYLE="white-space:nowrap">N-CSR</FONT> of PIMCO Strategic Income
Fund, Inc.; </P></TD></TR></TABLE> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">2.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a
material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; </P></TD></TR></TABLE>
<P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">3.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the
periods presented in this report; </P></TD></TR></TABLE> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">4.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">The registrant&#146;s other certifying officer and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule <FONT STYLE="white-space:nowrap">30a-3(c)</FONT> under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule
<FONT STYLE="white-space:nowrap">30a-3(d)</FONT> under the Investment Company Act of 1940) for the registrant and have: </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="12%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">a)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared; </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="12%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">b)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles; </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="12%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">c)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Evaluated the effectiveness of the registrant&#146;s disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="12%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">d)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Disclosed in this report any change in the registrant&#146;s internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant&#146;s internal control over financial reporting; and </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">5.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">The registrant&#146;s other certifying officer and I have disclosed to the registrant&#146;s auditors and the
audit committee of the registrant&#146;s board of directors (or persons performing the equivalent functions): </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="12%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">a)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the registrant&#146;s ability to record, process, summarize, and report financial information; and </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="12%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">b)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Any fraud, whether or not material, that involves management or other employees who have a significant role in
the registrant&#146;s internal control over financial reporting. </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="60%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

<TD WIDTH="16%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="17%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="65%"></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Date:</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1.50pt solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1.50pt solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">August&nbsp;26, 2020</P>
<P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Signature:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1.50pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">/s/ Bradley Todd</P>
<P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Title:</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1.50pt solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1.50pt solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Treasurer&nbsp;(Principal&nbsp;Financial&nbsp;&amp;&nbsp;Accounting&nbsp;Officer)</P>
<P STYLE="font-size:6pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD></TR>
</TABLE>
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<DOCUMENT>
<TYPE>EX-99.(B)
<SEQUENCE>4
<FILENAME>d932669dex99b.htm
<DESCRIPTION>CERTIFICATIONS PURSUANT TO SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002.
<TEXT>
<HTML><HEAD>
<TITLE>Certifications pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.</TITLE>
</HEAD>
 <BODY BGCOLOR="WHITE">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="right"><B>Exhibit 99.906CERT </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B><U>Certification Under Rule <FONT STYLE="white-space:nowrap">30a-2(b)</FONT> </U></B></P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>CERTIFICATION PURSUANT TO 18 U.S.C. SECTION 1350 </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>(as adopted pursuant to Section&nbsp;906 of the Sarbanes-Oxley Act) </B></P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">In connection with the Report on Form N-CSR to which this certification is furnished as an exhibit (the &#147;Report&#148;), the undersigned officers of PIMCO
Strategic Income Fund, Inc. (the &#147;Registrant&#148;) each certify that to his knowledge: </P> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">1.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">The Report on Form N-CSR fully complies with the requirements of Section&nbsp;13(a) or 15(d) of the Securities
Exchange Act of 1934; and </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">2.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">The information contained in the Report on Form N-CSR fairly presents, in all material respects, the financial
condition and results of operations of the Registrant. </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" ALIGN="center">


<TR>

<TD WIDTH="6%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="41%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="42%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:2pt">
<TD VALIGN="top"><FONT STYLE="font-size:10pt">By:</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">/s/ Eric D. Johnson</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:2pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-size:10pt">By:</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">/s/ Bradley Todd</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:2pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:2pt">
<TD VALIGN="top"><FONT STYLE="font-size:10pt">Name:</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Eric D. Johnson</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:2pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-size:10pt">Name:&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Bradley Todd</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:2pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Title:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">President (Principal Executive Officer)</P> <P STYLE="margin-top:0pt;margin-bottom:1pt;border-bottom:1.50pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top">Title:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Treasurer (Principal Financial&nbsp;&amp; Accounting Officer)</P>
<P STYLE="margin-top:0pt;margin-bottom:1pt;border-bottom:1.50pt solid #000000">&nbsp;</P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:2pt">
<TD VALIGN="top"><FONT STYLE="font-size:10pt">Date:</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">August&nbsp;26, 2020</P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; border-bottom:1.50pt solid #000000; font-size:2pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P> <P STYLE="font-size:4pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-size:10pt">Date:</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">August&nbsp;26, 2020</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:2pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P></TD></TR>
</TABLE> <P STYLE="margin-top:8pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>A signed original of this written statement required by Section&nbsp;906, or other document authenticating, acknowledging,
or otherwise adopting the signature that appears in typed form within the electronic version of this written statement required by Section&nbsp;906, has been provided to the Registrant and will be retained by the Registrant and furnished to the
Securities and Exchange Commission (the &#147;Commission&#148;) or its staff upon request. </B></P> <P STYLE="margin-top:8pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">This certification is being furnished to the Commission
solely pursuant to 18 U.S.C. Section&nbsp;1350 and is not being filed as part of the Reports. </P>
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end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
